-48.1%
DOCS vs PBF
+94.2%
-142.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -7.4% | +1.1% | -6.3% |
| 7D | -0.8% | -13.8% | +13.0% | -1.0% |
| 30D | +17.4% | -19.6% | +37.0% | +17.0% |
| 3M | +57.4% | +10.3% | +47.1% | +57.4% |
| 6M | +26.5% | +63.4% | -36.9% | +25.8% |
| YTD | -26.6% | +152.6% | -179.2% | -25.2% |
| 1Y | -48.1% | +87.4% | -135.4% | -46.2% |
| All | -48.1% | +94.2% | -142.2% | -46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling