+320.8%
PBF vs DOC
+2.7%
+318.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.1% | -9.8% | -8.3% |
| 7D | -0.9% | +8.7% | -9.6% | -5.3% |
| 30D | -13.7% | +7.6% | -21.3% | -17.3% |
| 3M | +10.6% | -5.3% | +15.9% | +12.5% |
| 6M | +61.2% | +27.6% | +33.6% | +35.4% |
| YTD | +172.7% | +32.4% | +140.3% | +120.7% |
| 1Y | +111.0% | +22.9% | +88.2% | +78.5% |
| 3Y | +73.6% | +43.1% | +30.5% | +28.0% |
| 5Y | +479.7% | -21.4% | +501.0% | +513.2% |
| 10Y | +312.9% | +16.8% | +296.1% | +255.2% |
| All | +320.8% | +2.7% | +318.1% | +291.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling