+84.2%
DOCN vs PSLV
+88.9%
-4.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.7% | +5.3% | +7.2% |
| 7D | -12.8% | +6.3% | -19.1% | -14.5% |
| 30D | -41.9% | -13.0% | -28.9% | -39.3% |
| 3M | -36.9% | -16.9% | -20.0% | -33.2% |
| 6M | -52.2% | -34.0% | -18.2% | -46.8% |
| YTD | +62.7% | -26.8% | +89.6% | +62.1% |
| 1Y | +58.2% | +7.7% | +50.6% | +33.3% |
| 3Y | +219.5% | +125.3% | +94.2% | +90.6% |
| 5Y | -32.9% | +103.8% | -136.6% | -60.2% |
| All | +84.2% | +88.9% | -4.6% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling