-38.0%
DOCS vs PBR
+406.5%
-444.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | 0.0% | -13.3% | +13.3% | +1.0% |
| 30D | +7.8% | -27.5% | +35.2% | +10.1% |
| 3M | +20.0% | +5.2% | +14.8% | +19.0% |
| 6M | +26.5% | -6.4% | +32.9% | +26.8% |
| YTD | -25.8% | +61.6% | -87.3% | -30.3% |
| 1Y | -39.5% | +48.9% | -88.3% | -42.5% |
| 3Y | +60.3% | +70.0% | -9.7% | +48.0% |
| 5Y | -57.0% | +469.0% | -526.0% | -69.4% |
| All | -38.0% | +406.5% | -444.5% | -55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling