+324.3%
DOCN vs PSLV
+167.2%
+157.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.1% |
| 7D | +1.1% | -0.6% | +1.8% | +1.2% |
| 30D | -9.6% | +7.3% | -16.9% | -10.8% |
| 3M | -37.7% | -7.4% | -30.3% | -37.1% |
| 6M | +115.2% | -20.3% | +135.5% | +120.9% |
| YTD | +133.7% | -8.2% | +142.0% | +118.0% |
| 1Y | +250.2% | +57.9% | +192.2% | +166.8% |
| All | +324.3% | +167.2% | +157.0% | +143.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling