-50.3%
DOCS vs PBR
+455.4%
-505.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.6% |
| 7D | -1.4% | +8.6% | -10.0% | -2.1% |
| 30D | +21.8% | +12.8% | +9.0% | +20.5% |
| 3M | +27.3% | +14.7% | +12.6% | +25.5% |
| 6M | -0.3% | +25.2% | -25.5% | -2.8% |
| YTD | -40.5% | +77.1% | -117.6% | -44.3% |
| 1Y | -61.5% | +69.6% | -131.1% | -63.8% |
| 3Y | +8.2% | +95.6% | -87.4% | -1.1% |
| 5Y | -73.4% | +501.8% | -575.2% | -81.0% |
| All | -50.3% | +455.4% | -505.7% | -64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling