+97.7%
DOCN vs PBF
+480.5%
-382.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -6.7% | -0.5% | -6.2% |
| 7D | -20.0% | -0.9% | -19.1% | -20.0% |
| 30D | -38.8% | -13.7% | -25.1% | -37.6% |
| 3M | -34.8% | +10.6% | -45.4% | -36.5% |
| 6M | -22.8% | +61.2% | -84.0% | -29.4% |
| YTD | +74.6% | +172.7% | -98.1% | +43.7% |
| 1Y | +116.4% | +111.0% | +5.4% | +86.0% |
| 3Y | +239.3% | +73.6% | +165.8% | +182.5% |
| 5Y | -20.2% | +479.7% | -499.9% | -47.2% |
| All | +97.7% | +480.5% | -382.8% | +20.7% |
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