+36.0%
DOCS vs PBR
+68.2%
-32.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | -0.6% | -13.3% | +12.7% | -0.4% |
| 30D | +6.3% | -27.7% | +34.0% | +6.9% |
| 3M | +26.5% | +2.7% | +23.8% | +26.2% |
| 6M | +24.8% | -6.7% | +31.5% | +25.6% |
| YTD | -26.8% | +60.9% | -87.7% | -31.0% |
| 1Y | -38.3% | +46.6% | -84.9% | -40.9% |
| 3Y | +36.0% | +69.1% | -33.0% | +21.1% |
| All | +36.0% | +68.2% | -32.1% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling