+164.6%
DOCN vs PPG
-14.6%
+179.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +1.5% |
| 7D | +1.1% | -1.5% | +2.6% | +2.2% |
| 30D | -9.6% | -5.0% | -4.7% | -6.4% |
| 3M | -37.7% | +1.1% | -38.8% | -39.9% |
| 6M | +115.2% | -3.2% | +118.4% | +111.9% |
| YTD | +133.7% | +11.9% | +121.9% | +99.2% |
| 1Y | +250.2% | +5.3% | +244.8% | +212.8% |
| 3Y | +320.3% | -15.0% | +335.3% | +357.1% |
| 5Y | +53.1% | -19.6% | +72.7% | +61.1% |
| All | +164.6% | -14.6% | +179.2% | +175.0% |
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