+469.0%
PBR vs DOCU
-71.8%
+540.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -13.3% | -4.8% | -8.5% | -13.2% |
| 30D | -27.5% | +9.4% | -36.9% | -27.7% |
| 3M | +5.2% | +29.0% | -23.9% | +4.4% |
| 6M | -6.4% | +62.3% | -68.7% | -7.7% |
| YTD | +61.6% | +13.7% | +47.9% | +60.9% |
| 1Y | +48.9% | +11.5% | +37.3% | +48.4% |
| 3Y | +70.0% | +94.2% | -24.1% | +65.7% |
| 5Y | +469.0% | -71.7% | +540.7% | +473.7% |
| All | +469.0% | -71.8% | +540.7% | +473.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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