+805.0%
PBF vs DOV
+18.3%
+786.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.3% | +2.8% |
| 7D | +2.4% | +2.5% | -0.2% | +1.0% |
| 30D | +24.9% | -7.5% | +32.4% | +29.9% |
| 3M | +81.9% | -9.7% | +91.5% | +89.8% |
| 6M | +79.4% | -6.1% | +85.5% | +79.7% |
| YTD | +188.3% | +0.5% | +187.8% | +176.1% |
| 1Y | +177.3% | +10.5% | +166.7% | +149.1% |
| 3Y | +56.0% | +41.7% | +14.3% | +22.2% |
| All | +805.0% | +18.3% | +786.6% | +688.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling