+324.3%
DOCN vs PPL
+57.3%
+267.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +1.1% | +2.7% | -1.5% | +1.1% |
| 30D | -9.6% | +0.5% | -10.1% | -9.6% |
| 3M | -37.7% | +0.7% | -38.4% | -37.8% |
| 6M | +115.2% | -7.6% | +122.8% | +116.6% |
| YTD | +133.7% | +1.8% | +131.9% | +129.4% |
| 1Y | +250.2% | -0.8% | +250.9% | +245.7% |
| All | +324.3% | +57.3% | +267.0% | +195.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 3y: compounded portfolio wealth divided by compounded PPL 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…
3y analysis · Full analysis span regression · 6 months rolling