+60.1%
DOCN vs PH
+254.3%
-194.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +3.0% |
| 7D | +1.1% | -3.1% | +4.2% | +4.1% |
| 30D | -9.6% | -3.2% | -6.4% | -7.4% |
| 3M | -37.7% | +10.6% | -48.3% | -44.0% |
| 6M | +115.2% | -2.1% | +117.3% | +114.2% |
| YTD | +133.7% | +10.2% | +123.5% | +106.3% |
| 1Y | +250.2% | +28.2% | +221.9% | +163.7% |
| 3Y | +320.3% | +134.9% | +185.4% | +64.8% |
| All | +60.1% | +254.3% | -194.2% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling