-37.1%
DOCS vs PBR
+406.3%
-443.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | +2.6% | -1.0% | +3.6% | +2.6% |
| 30D | +11.4% | -29.3% | +40.7% | +14.1% |
| 3M | +25.4% | +5.5% | +19.9% | +24.4% |
| 6M | +42.5% | -2.9% | +45.4% | +42.1% |
| YTD | -24.7% | +61.5% | -86.2% | -29.3% |
| 1Y | -32.9% | +46.9% | -79.8% | -36.3% |
| 3Y | +39.6% | +66.4% | -26.8% | +29.1% |
| 5Y | -54.6% | +460.3% | -514.9% | -67.6% |
| All | -37.1% | +406.3% | -443.4% | -54.6% |
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