-48.9%
DOCS vs PBF
+467.1%
-516.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -6.7% | +13.0% | +6.5% |
| 7D | +1.2% | -0.9% | +2.1% | +1.2% |
| 30D | +21.3% | -13.7% | +35.0% | +21.8% |
| 3M | +58.4% | +10.6% | +47.8% | +57.5% |
| 6M | +39.3% | +61.2% | -21.9% | +36.1% |
| YTD | -21.7% | +172.7% | -194.4% | -25.5% |
| 1Y | -47.3% | +111.0% | -158.3% | -49.2% |
| 3Y | +58.2% | +73.6% | -15.4% | +48.4% |
| All | -48.9% | +467.1% | -516.0% | -54.1% |
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