+395.3%
PBF vs DOCU
-71.0%
+466.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.6% | -3.8% | -7.0% |
| 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% | +6.2% |
| 6M | +63.4% | +66.8% | -3.4% | +53.1% |
| YTD | +152.6% | +13.5% | +139.2% | +146.4% |
| 1Y | +87.4% | +11.3% | +76.1% | +83.0% |
| 3Y | +63.3% | +92.1% | -28.8% | +48.3% |
| All | +395.3% | -71.0% | +466.3% | +412.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling