-27.5%
DOCN vs PPG
-15.7%
-11.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.3% | -4.3% |
| 7D | +19.1% | +0.7% | +18.4% | +18.4% |
| 30D | -21.0% | +17.6% | -38.6% | -31.4% |
| 3M | -34.7% | +7.5% | -42.2% | -39.4% |
| 6M | -45.8% | +17.6% | -63.4% | -55.1% |
| YTD | +79.4% | +22.6% | +56.8% | +37.3% |
| 1Y | +91.0% | +28.0% | +63.0% | +39.1% |
| 3Y | +237.5% | +1.8% | +235.7% | +209.7% |
| All | -27.5% | -15.7% | -11.8% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling