+304.1%
PBF vs DOV
+528.2%
-224.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.6% | +5.6% |
| 7D | -4.0% | -0.1% | -3.9% | -3.8% |
| 30D | -18.0% | +11.3% | -29.3% | -24.8% |
| 3M | +0.9% | +2.2% | -1.3% | -1.4% |
| 6M | +65.7% | -2.9% | +68.6% | +65.7% |
| YTD | +161.9% | +9.6% | +152.3% | +130.9% |
| 1Y | +77.8% | +16.7% | +61.1% | +48.6% |
| 3Y | +74.9% | +66.9% | +8.0% | +6.7% |
| 5Y | +423.4% | +32.0% | +391.4% | +274.2% |
| 10Y | +255.2% | +334.8% | -79.6% | +17.1% |
| All | +304.1% | +528.2% | -224.1% | +0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling