+54.0%
DOCN vs PBR
+57.8%
-3.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +4.0% | +2.6% |
| 7D | -19.2% | -16.0% | -3.2% | -19.1% |
| 30D | -43.1% | -22.8% | -20.3% | -43.6% |
| 3M | -40.7% | +3.0% | -43.7% | -43.0% |
| 6M | -55.0% | -8.1% | -46.9% | -56.5% |
| YTD | +50.6% | +63.1% | -12.5% | +42.8% |
| 1Y | +54.0% | +59.3% | -5.3% | +46.9% |
| All | +54.0% | +57.8% | -3.9% | +46.9% |
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