+447.1%
PBR vs DOC
-20.4%
+467.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -9.1% | +1.0% | -10.2% | -9.3% |
| 30D | -29.9% | +8.1% | -38.0% | -30.9% |
| 3M | +2.3% | +0.9% | +1.4% | +2.0% |
| 6M | -10.9% | +6.3% | -17.2% | -12.4% |
| YTD | +56.9% | +33.8% | +23.1% | +45.5% |
| 1Y | +38.0% | +21.6% | +16.4% | +31.3% |
| 3Y | +64.8% | +53.4% | +11.4% | +44.0% |
| 5Y | +447.1% | -21.0% | +468.1% | +508.4% |
| All | +447.1% | -20.4% | +467.5% | +508.4% |
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