+118.0%
PBF vs DOCU
+104.2%
+13.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.4% |
| 7D | -13.8% | -5.5% | -8.2% | -13.2% |
| 30D | -19.6% | +12.6% | -32.3% | -20.7% |
| 3M | +10.3% | +36.4% | -26.1% | +6.0% |
| 6M | +63.4% | +66.8% | -3.4% | +52.7% |
| YTD | +152.6% | +13.5% | +139.2% | +146.0% |
| 1Y | +87.4% | +11.3% | +76.1% | +82.6% |
| 3Y | +63.3% | +92.1% | -28.8% | +47.0% |
| 5Y | +412.5% | -71.0% | +483.5% | +437.4% |
| All | +118.0% | +104.2% | +13.8% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 10y: compounded portfolio wealth divided by compounded DOCU 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…
10y analysis · Full analysis span regression · 6 months rolling