+88.1%
PBF vs DOV
+15.4%
+72.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +1.7% |
| 7D | +3.8% | +3.4% | +0.4% | +3.9% |
| 30D | -22.2% | +8.8% | -31.0% | -21.6% |
| 3M | +1.3% | +0.9% | +0.3% | +1.2% |
| 6M | +69.0% | -2.8% | +71.8% | +67.3% |
| YTD | +166.5% | +8.1% | +158.4% | +147.2% |
| 1Y | +88.1% | +15.2% | +72.8% | +70.7% |
| All | +88.1% | +15.4% | +72.7% | +70.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling