+496.0%
PBR vs DOC
-24.5%
+520.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.6% |
| 7D | +8.6% | -1.5% | +10.1% | +8.9% |
| 30D | +12.8% | -4.8% | +17.6% | +13.8% |
| 3M | +14.7% | +6.9% | +7.8% | +12.8% |
| 6M | +25.2% | +20.7% | +4.4% | +19.6% |
| YTD | +77.1% | +34.1% | +43.0% | +64.3% |
| 1Y | +69.6% | +22.6% | +46.9% | +60.8% |
| 3Y | +95.6% | +20.8% | +74.7% | +84.5% |
| All | +496.0% | -24.5% | +520.6% | +556.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling