+237.5%
DOCN vs PSLV
+110.4%
+127.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -1.9% | -3.6% |
| 7D | +19.1% | -6.3% | +25.4% | +21.0% |
| 30D | -21.0% | -12.7% | -8.3% | -18.2% |
| 3M | -34.7% | -24.7% | -10.0% | -30.0% |
| 6M | -45.8% | -44.6% | -1.2% | -39.2% |
| YTD | +79.4% | -33.3% | +112.7% | +80.3% |
| 1Y | +91.0% | -8.6% | +99.6% | +70.0% |
| 3Y | +237.5% | +108.2% | +129.3% | +112.4% |
| All | +237.5% | +110.4% | +127.1% | +112.4% |
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