-31.1%
DOCN vs PPL
+47.7%
-78.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +0.8% | -16.6% | -16.1% |
| 7D | -29.3% | +1.0% | -30.3% | -29.6% |
| 30D | -46.0% | +6.8% | -52.9% | -47.5% |
| 3M | -43.2% | +3.9% | -47.1% | -44.2% |
| 6M | -53.7% | -2.0% | -51.7% | -53.7% |
| YTD | +46.9% | +5.3% | +41.7% | +40.0% |
| 1Y | +54.3% | +2.2% | +52.1% | +49.5% |
| 3Y | +185.5% | +56.7% | +128.8% | +91.7% |
| 5Y | -31.1% | +49.1% | -80.2% | -51.7% |
| All | -31.1% | +47.7% | -78.8% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling