-38.8%
DOCS vs PH
+248.0%
-286.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.8% |
| 7D | -0.6% | +2.1% | -2.7% | -1.8% |
| 30D | +6.3% | +0.3% | +6.0% | +5.6% |
| 3M | +26.5% | -8.8% | +35.3% | +31.4% |
| 6M | +24.8% | +10.0% | +14.7% | +15.6% |
| YTD | -26.8% | +10.5% | -37.3% | -33.8% |
| 1Y | -38.3% | +15.5% | -53.8% | -45.8% |
| 3Y | +36.0% | +136.4% | -100.3% | -29.3% |
| 5Y | -55.0% | +213.6% | -268.6% | -82.8% |
| All | -38.8% | +248.0% | -286.8% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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