+247.7%
PBF vs DOV
+324.7%
-77.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.9% |
| 7D | +3.8% | +3.4% | +0.4% | +0.8% |
| 30D | -22.2% | +8.8% | -31.0% | -28.0% |
| 3M | +1.3% | +0.9% | +0.3% | -0.4% |
| 6M | +69.0% | -2.8% | +71.8% | +68.5% |
| YTD | +166.5% | +8.1% | +158.4% | +133.6% |
| 1Y | +88.1% | +15.2% | +72.8% | +54.9% |
| 3Y | +77.9% | +64.5% | +13.4% | +1.7% |
| 5Y | +413.0% | +28.9% | +384.1% | +255.3% |
| All | +247.7% | +324.7% | -77.0% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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