+97.7%
DOCN vs PPL
+53.8%
+43.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | 0.0% | -7.2% | -7.2% |
| 7D | -20.0% | +1.8% | -21.8% | -20.4% |
| 30D | -38.8% | +8.4% | -47.2% | -40.4% |
| 3M | -34.8% | +2.4% | -37.2% | -35.4% |
| 6M | -22.8% | -4.0% | -18.8% | -22.2% |
| YTD | +74.6% | +4.5% | +70.2% | +68.4% |
| 1Y | +116.4% | +1.7% | +114.7% | +111.3% |
| 3Y | +239.3% | +55.5% | +183.8% | +148.6% |
| 5Y | -20.2% | +47.0% | -67.3% | -39.4% |
| All | +97.7% | +53.8% | +43.9% | +51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling