+164.6%
DOCN vs PBR
+739.4%
-574.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.9% | +4.7% | +3.2% |
| 7D | +1.1% | +8.6% | -7.4% | -0.7% |
| 30D | -9.6% | +12.8% | -22.4% | -11.9% |
| 3M | -37.7% | +14.7% | -52.4% | -39.6% |
| 6M | +115.2% | +25.2% | +90.0% | +104.1% |
| YTD | +133.7% | +77.1% | +56.6% | +106.1% |
| 1Y | +250.2% | +69.6% | +180.6% | +211.0% |
| 3Y | +320.3% | +95.6% | +224.7% | +261.8% |
| 5Y | +53.1% | +501.8% | -448.6% | +12.2% |
| All | +164.6% | +739.4% | -574.8% | +91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling