-51.1%
DOCS vs PBF
+433.9%
-485.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.9% | +1.6% | -4.1% |
| 7D | -1.3% | -9.5% | +8.2% | -1.1% |
| 30D | +19.4% | -17.5% | +36.9% | +20.0% |
| 3M | +53.4% | +12.2% | +41.2% | +52.4% |
| 6M | +28.8% | +49.6% | -20.8% | +26.1% |
| YTD | -25.1% | +156.8% | -181.8% | -28.5% |
| 1Y | -48.1% | +98.6% | -146.8% | -49.9% |
| 3Y | +51.4% | +63.4% | -12.0% | +42.3% |
| 5Y | -51.1% | +420.9% | -472.0% | -56.0% |
| All | -51.1% | +433.9% | -485.0% | -56.0% |
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