-37.4%
DOCS vs PBR
+399.6%
-437.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.6% | -0.2% |
| 7D | +0.1% | -3.7% | +3.8% | +0.3% |
| 30D | +8.7% | -29.0% | +37.7% | +11.2% |
| 3M | +32.9% | +4.9% | +27.9% | +31.8% |
| 6M | +25.5% | -8.4% | +33.9% | +26.0% |
| YTD | -25.0% | +59.4% | -84.4% | -29.5% |
| 1Y | -34.9% | +45.5% | -80.3% | -38.1% |
| 3Y | +39.3% | +67.4% | -28.1% | +28.7% |
| 5Y | -54.8% | +453.0% | -507.8% | -67.7% |
| All | -37.4% | +399.6% | -437.0% | -54.7% |
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