+72.9%
PBR vs DOC
+21.8%
+51.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.1% | -10.1% | -6.4% |
| 7D | -11.0% | +8.7% | -19.7% | -9.6% |
| 30D | -18.8% | +7.6% | -26.4% | -17.6% |
| 3M | +7.8% | -5.3% | +13.1% | +7.7% |
| 6M | -7.6% | +27.6% | -35.2% | -4.8% |
| YTD | +72.7% | +32.4% | +40.3% | +75.1% |
| 1Y | +72.9% | +22.9% | +50.1% | +80.5% |
| All | +72.9% | +21.8% | +51.1% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling