+66.0%
PBF vs DOC
+20.8%
+45.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.2% |
| 7D | +4.3% | -1.5% | +5.8% | +4.4% |
| 30D | +22.0% | -4.8% | +26.7% | +22.3% |
| 3M | +74.5% | +6.9% | +67.6% | +73.4% |
| 6M | +67.7% | +20.7% | +46.9% | +65.3% |
| YTD | +179.2% | +34.1% | +145.0% | +167.1% |
| 1Y | +170.0% | +22.6% | +147.4% | +164.2% |
| All | +66.0% | +20.8% | +45.3% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling