-22.8%
DOCN vs PBF
+68.9%
-91.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -6.7% | -0.5% | -6.6% |
| 7D | -20.0% | -0.9% | -19.1% | -19.9% |
| 30D | -38.8% | -13.7% | -25.1% | -38.0% |
| 3M | -34.8% | +10.6% | -45.4% | -36.4% |
| 6M | -22.8% | +61.2% | -84.0% | -20.9% |
| All | -22.8% | +68.9% | -91.7% | -20.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling