-35.6%
DOCN vs PBF
+407.6%
-443.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +2.8% |
| 7D | -19.2% | -13.8% | -5.4% | -17.2% |
| 30D | -43.1% | -19.6% | -23.4% | -41.3% |
| 3M | -40.7% | +10.3% | -51.0% | -42.1% |
| 6M | -55.0% | +63.4% | -118.4% | -58.9% |
| YTD | +50.6% | +152.6% | -102.0% | +25.2% |
| 1Y | +54.0% | +87.4% | -33.4% | +34.9% |
| 3Y | +203.9% | +63.3% | +140.6% | +152.4% |
| All | -35.6% | +407.6% | -443.2% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PBF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling