+105.1%
DOCN vs PBR
+643.4%
-538.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.5% | +12.1% | +10.0% |
| 7D | +3.7% | -9.1% | +12.9% | +5.6% |
| 30D | -33.7% | -29.9% | -3.8% | -29.9% |
| 3M | -27.9% | +2.3% | -30.2% | -29.5% |
| 6M | -46.4% | -10.9% | -35.5% | -46.3% |
| YTD | +81.1% | +56.9% | +24.2% | +61.1% |
| 1Y | +74.3% | +38.0% | +36.3% | +59.1% |
| 3Y | +245.8% | +64.8% | +181.0% | +202.8% |
| 5Y | -23.7% | +447.1% | -470.8% | -43.4% |
| All | +105.1% | +643.4% | -538.4% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling