+111.9%
DOCN vs PPG
-6.6%
+118.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.1% | +5.4% | +4.9% |
| 7D | +27.4% | -0.2% | +27.6% | +27.6% |
| 30D | -29.7% | +17.7% | -47.5% | -38.4% |
| 3M | -32.5% | +7.4% | -39.9% | -36.9% |
| 6M | -42.2% | +16.4% | -58.6% | -50.9% |
| YTD | +87.2% | +22.4% | +64.8% | +47.3% |
| 1Y | +86.2% | +28.6% | +57.6% | +39.3% |
| 3Y | +257.4% | +2.0% | +255.4% | +231.1% |
| 5Y | -27.4% | -15.6% | -11.8% | -29.2% |
| All | +111.9% | -6.6% | +118.5% | +103.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling