+77.2%
PBF vs DOV
+65.5%
+11.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.3% |
| 7D | +6.5% | +3.0% | +3.5% | +4.9% |
| 30D | -20.0% | +8.6% | -28.6% | -23.5% |
| 3M | -3.3% | +1.9% | -5.2% | -4.5% |
| 6M | +76.8% | -1.7% | +78.5% | +75.5% |
| YTD | +168.9% | +8.3% | +160.6% | +142.4% |
| 1Y | +96.4% | +16.6% | +79.8% | +66.7% |
| 3Y | +77.2% | +65.1% | +12.1% | +11.4% |
| All | +77.2% | +65.5% | +11.7% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling