+135.4%
PBF vs DOCU
+111.8%
+23.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.2% | -6.8% | -6.7% |
| 7D | -0.9% | -3.7% | +2.8% | -0.5% |
| 30D | -13.7% | +15.0% | -28.7% | -15.1% |
| 3M | +10.6% | +39.9% | -29.3% | +6.1% |
| 6M | +61.2% | +66.2% | -5.0% | +50.7% |
| YTD | +172.7% | +17.7% | +155.0% | +164.4% |
| 1Y | +111.0% | +13.7% | +97.3% | +105.2% |
| 3Y | +73.6% | +95.9% | -22.4% | +55.8% |
| 5Y | +479.7% | -71.7% | +551.3% | +509.5% |
| All | +135.4% | +111.8% | +23.5% | +26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling