+284.5%
PBF vs DOC
+15.7%
+268.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.4% | -7.8% | -7.6% |
| 7D | -13.8% | +6.5% | -20.2% | -17.1% |
| 30D | -19.6% | +9.2% | -28.8% | -23.9% |
| 3M | +10.3% | -2.5% | +12.8% | +10.5% |
| 6M | +63.4% | +7.1% | +56.4% | +53.9% |
| YTD | +152.6% | +33.0% | +119.6% | +98.0% |
| 1Y | +87.4% | +23.3% | +64.1% | +54.7% |
| 3Y | +63.3% | +44.9% | +18.3% | +13.3% |
| 5Y | +412.5% | -21.6% | +434.1% | +453.5% |
| All | +284.5% | +15.7% | +268.8% | +232.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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