-27.4%
DOCN vs PBR
+462.9%
-490.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.8% | +3.1% |
| 7D | +27.4% | -3.7% | +31.1% | +28.2% |
| 30D | -29.7% | -29.0% | -0.7% | -25.6% |
| 3M | -32.5% | +4.9% | -37.4% | -34.5% |
| 6M | -42.2% | -8.4% | -33.7% | -42.4% |
| YTD | +87.2% | +59.4% | +27.8% | +63.7% |
| 1Y | +86.2% | +45.5% | +40.7% | +66.2% |
| 3Y | +257.4% | +67.4% | +190.0% | +206.8% |
| 5Y | -27.4% | +453.0% | -480.4% | -57.3% |
| All | -27.4% | +462.9% | -490.3% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling