+66.4%
DOCN vs PBF
+446.5%
-380.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -5.9% | -10.0% | -14.9% |
| 7D | -29.3% | -9.5% | -19.8% | -28.1% |
| 30D | -46.0% | -17.5% | -28.5% | -44.6% |
| 3M | -43.2% | +12.2% | -55.4% | -44.7% |
| 6M | -53.7% | +49.6% | -103.3% | -57.2% |
| YTD | +46.9% | +156.8% | -109.8% | +22.2% |
| 1Y | +54.3% | +98.6% | -44.3% | +34.1% |
| 3Y | +185.5% | +63.4% | +122.1% | +140.3% |
| 5Y | -31.1% | +420.9% | -452.0% | -53.6% |
| All | +66.4% | +446.5% | -380.2% | +2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling