+52.6%
DOCS vs PBR
+64.0%
-11.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -2.0% |
| 7D | -0.8% | -16.0% | +15.2% | -0.5% |
| 30D | +17.4% | -22.8% | +40.2% | +17.9% |
| 3M | +57.4% | +3.0% | +54.4% | +57.0% |
| 6M | +26.5% | -8.1% | +34.6% | +27.7% |
| YTD | -26.6% | +63.1% | -89.7% | -30.8% |
| 1Y | -48.1% | +59.3% | -107.3% | -50.8% |
| 3Y | +52.6% | +66.1% | -13.5% | +38.1% |
| All | +52.6% | +64.0% | -11.4% | +38.1% |
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