+330.8%
PBF vs DOV
+470.3%
-139.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.3% | -2.1% |
| 7D | +4.3% | -2.7% | +7.0% | +6.3% |
| 30D | +22.0% | -8.1% | +30.1% | +30.0% |
| 3M | +74.5% | -9.4% | +83.9% | +85.4% |
| 6M | +67.7% | -12.6% | +80.3% | +79.1% |
| YTD | +179.2% | -0.5% | +179.7% | +166.7% |
| 1Y | +170.0% | +9.2% | +160.8% | +137.8% |
| 3Y | +66.4% | +34.1% | +32.3% | +21.3% |
| 5Y | +764.5% | +17.3% | +747.2% | +581.7% |
| 10Y | +358.5% | +284.9% | +73.6% | +65.6% |
| All | +330.8% | +470.3% | -139.6% | +16.1% |
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