-22.8%
DOCN vs PPL
-3.2%
-19.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | 0.0% | -7.2% | -7.1% |
| 7D | -20.0% | +1.8% | -21.8% | -18.0% |
| 30D | -38.8% | +8.4% | -47.2% | -31.7% |
| 3M | -34.8% | +2.4% | -37.2% | -32.4% |
| 6M | -22.8% | -4.0% | -18.8% | -27.7% |
| All | -22.8% | -3.2% | -19.6% | -27.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling