-56.7%
DOCS vs PBF
+420.6%
-477.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.8% | -3.3% | +2.3% |
| 7D | -4.2% | -4.0% | -0.2% | -4.1% |
| 30D | +8.6% | -18.0% | +26.6% | +9.2% |
| 3M | +27.2% | +0.9% | +26.3% | +26.9% |
| 6M | +26.5% | +65.7% | -39.2% | +23.7% |
| YTD | -25.0% | +161.9% | -186.8% | -28.1% |
| 1Y | -37.0% | +77.8% | -114.8% | -38.6% |
| 3Y | +39.4% | +74.9% | -35.5% | +31.4% |
| 5Y | -56.7% | +423.4% | -480.1% | -59.7% |
| All | -56.7% | +420.6% | -477.3% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling