+105.1%
DOCN vs PPG
-4.6%
+109.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.4% | +9.2% | +9.3% |
| 7D | +3.7% | -1.2% | +4.9% | +5.2% |
| 30D | -33.7% | +21.2% | -54.9% | -43.1% |
| 3M | -27.9% | +8.2% | -36.1% | -32.9% |
| 6M | -46.4% | +17.2% | -63.6% | -54.6% |
| YTD | +81.1% | +25.0% | +56.1% | +40.4% |
| 1Y | +74.3% | +33.5% | +40.8% | +26.4% |
| 3Y | +245.8% | +4.2% | +241.7% | +215.5% |
| 5Y | -23.7% | -12.7% | -11.1% | -26.7% |
| All | +105.1% | -4.6% | +109.6% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 10y: compounded portfolio wealth divided by compounded PPG 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…
10y analysis · Full analysis span regression · 6 months rolling