+203.9%
DOCN vs PH
+135.3%
+68.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.3% | +0.1% |
| 7D | -19.2% | +2.0% | -21.1% | -20.2% |
| 30D | -43.1% | -3.7% | -39.4% | -40.9% |
| 3M | -40.7% | -14.0% | -26.7% | -32.7% |
| 6M | -55.0% | +2.1% | -57.1% | -56.0% |
| YTD | +50.6% | +5.1% | +45.6% | +41.0% |
| 1Y | +54.0% | +10.9% | +43.0% | +37.1% |
| 3Y | +203.9% | +132.9% | +70.9% | +40.7% |
| All | +203.9% | +135.3% | +68.6% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 3y: compounded portfolio wealth divided by compounded PH 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…
3y analysis · Full analysis span regression · 6 months rolling