+51.5%
DOCN vs PBR
+47.6%
+3.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.0% | +9.0% | +8.0% |
| 7D | -12.8% | -13.3% | +0.5% | -12.8% |
| 30D | -41.9% | -27.5% | -14.5% | -42.6% |
| 3M | -36.9% | +5.2% | -42.1% | -39.4% |
| 6M | -52.2% | -6.4% | -45.9% | -54.0% |
| YTD | +62.7% | +61.6% | +1.2% | +67.6% |
| All | +51.5% | +47.6% | +3.9% | +53.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling