+76.2%
PBF vs DOC
+43.5%
+32.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.1% | -9.8% | -6.8% |
| 7D | -0.9% | +8.7% | -9.6% | -1.2% |
| 30D | -13.7% | +7.6% | -21.3% | -13.9% |
| 3M | +10.6% | -5.3% | +15.9% | +11.1% |
| 6M | +61.2% | +27.6% | +33.6% | +56.8% |
| YTD | +172.7% | +32.4% | +140.3% | +159.3% |
| 1Y | +111.0% | +22.9% | +88.2% | +105.5% |
| All | +76.2% | +43.5% | +32.7% | +58.5% |
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