+453.2%
PBF vs DOC
-21.9%
+475.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.1% | -9.8% | -7.2% |
| 7D | -0.9% | +8.7% | -9.6% | -2.4% |
| 30D | -13.7% | +7.6% | -21.3% | -14.8% |
| 3M | +10.6% | -5.3% | +15.9% | +11.5% |
| 6M | +61.2% | +27.6% | +33.6% | +51.1% |
| YTD | +172.7% | +32.4% | +140.3% | +149.9% |
| 1Y | +111.0% | +22.9% | +88.2% | +98.5% |
| 3Y | +73.6% | +43.1% | +30.5% | +51.5% |
| All | +453.2% | -21.9% | +475.1% | +548.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling