+63.3%
PBF vs DOCU
+87.9%
-24.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.6% | -3.8% | -6.9% |
| 7D | -13.8% | -5.5% | -8.2% | -13.1% |
| 30D | -19.6% | +12.6% | -32.3% | -20.9% |
| 3M | +10.3% | +36.4% | -26.1% | +5.3% |
| 6M | +63.4% | +66.8% | -3.4% | +50.1% |
| YTD | +152.6% | +13.5% | +139.2% | +146.3% |
| 1Y | +87.4% | +11.3% | +76.1% | +82.9% |
| 3Y | +63.3% | +92.1% | -28.8% | +25.4% |
| All | +63.3% | +87.9% | -24.7% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling