-61.5%
DOCS vs PBR
+70.4%
-131.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -3.1% |
| 7D | -1.4% | +8.6% | -10.0% | 0.0% |
| 30D | +21.8% | +12.8% | +9.0% | +24.5% |
| 3M | +27.3% | +14.7% | +12.6% | +30.6% |
| 6M | -0.3% | +25.2% | -25.5% | +3.1% |
| YTD | -40.5% | +77.1% | -117.6% | -36.8% |
| 1Y | -61.5% | +69.6% | -131.1% | -57.4% |
| All | -61.5% | +70.4% | -131.9% | -57.4% |
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