-38.7%
DOCS vs PBR
+411.5%
-450.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.9% |
| 7D | -0.8% | -16.0% | +15.2% | +0.4% |
| 30D | +17.4% | -22.8% | +40.2% | +19.4% |
| 3M | +57.4% | +3.0% | +54.4% | +56.3% |
| 6M | +26.5% | -8.1% | +34.6% | +27.1% |
| YTD | -26.6% | +63.1% | -89.7% | -31.1% |
| 1Y | -48.1% | +59.3% | -107.3% | -51.1% |
| 3Y | +52.6% | +66.1% | -13.5% | +41.3% |
| 5Y | -52.1% | +495.8% | -547.9% | -66.2% |
| All | -38.7% | +411.5% | -450.2% | -55.7% |
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