-37.1%
DOCS vs PBF
+398.1%
-435.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.4% |
| 7D | +2.6% | +6.5% | -3.9% | +2.3% |
| 30D | +11.4% | -20.0% | +31.4% | +12.4% |
| 3M | +25.4% | -3.3% | +28.7% | +25.2% |
| 6M | +42.5% | +76.8% | -34.3% | +37.9% |
| YTD | -24.7% | +168.9% | -193.6% | -29.1% |
| 1Y | -32.9% | +96.4% | -129.3% | -35.7% |
| 3Y | +39.6% | +77.2% | -37.6% | +30.6% |
| 5Y | -54.6% | +417.7% | -472.4% | -60.9% |
| All | -37.1% | +398.1% | -435.2% | -48.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling