+481.5%
PBR vs DOC
+14.9%
+466.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | -14.2% | +6.2% | -20.4% | -16.5% |
| 30D | -21.0% | +6.5% | -27.5% | -23.4% |
| 3M | +5.4% | -6.2% | +11.6% | +7.6% |
| 6M | -10.4% | +25.6% | -36.0% | -21.4% |
| YTD | +65.5% | +32.1% | +33.4% | +40.5% |
| 1Y | +61.6% | +20.3% | +41.3% | +43.4% |
| 3Y | +68.9% | +42.7% | +26.1% | +31.7% |
| 5Y | +504.5% | -22.2% | +526.7% | +547.1% |
| All | +481.5% | +14.9% | +466.6% | +431.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling