+98.6%
PBF vs DOC
+21.7%
+76.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.2% | -5.6% | -5.9% |
| 7D | -9.5% | +6.2% | -15.7% | -7.3% |
| 30D | -17.5% | +6.5% | -24.0% | -15.4% |
| 3M | +12.2% | -6.2% | +18.4% | +10.5% |
| 6M | +49.6% | +25.6% | +24.0% | +65.4% |
| YTD | +156.8% | +32.1% | +124.7% | +165.0% |
| 1Y | +98.6% | +20.3% | +78.3% | +118.3% |
| All | +98.6% | +21.7% | +76.9% | +118.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling