+121.6%
PBF vs DOCU
+107.7%
+13.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.0% | -3.9% | -5.6% |
| 7D | -9.5% | -3.2% | -6.3% | -9.1% |
| 30D | -17.5% | +15.7% | -33.2% | -18.9% |
| 3M | +12.2% | +37.3% | -25.1% | +7.8% |
| 6M | +49.6% | +63.1% | -13.6% | +40.2% |
| YTD | +156.8% | +15.4% | +141.4% | +149.5% |
| 1Y | +98.6% | +11.3% | +87.3% | +93.6% |
| 3Y | +63.4% | +92.1% | -28.7% | +47.1% |
| 5Y | +420.9% | -70.5% | +491.3% | +445.1% |
| All | +121.6% | +107.7% | +13.9% | +19.5% |
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