+473.2%
PBR vs DOC
+15.7%
+457.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.7% |
| 7D | -16.0% | +6.5% | -22.4% | -18.4% |
| 30D | -22.8% | +9.2% | -31.9% | -25.9% |
| 3M | +3.0% | -2.5% | +5.5% | +3.4% |
| 6M | -8.1% | +7.1% | -15.2% | -12.0% |
| YTD | +63.1% | +33.0% | +30.2% | +38.0% |
| 1Y | +59.3% | +23.3% | +36.0% | +39.7% |
| 3Y | +66.1% | +44.9% | +21.2% | +28.6% |
| 5Y | +495.8% | -21.6% | +517.4% | +535.8% |
| All | +473.2% | +15.7% | +457.4% | +422.6% |
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