+55.8%
DOCS vs PH
+128.8%
-73.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.3% | -3.7% |
| 7D | -1.3% | -3.9% | +2.6% | -0.2% |
| 30D | +19.4% | -9.4% | +28.8% | +22.8% |
| 3M | +53.4% | -10.3% | +63.7% | +57.6% |
| 6M | +28.8% | +2.7% | +26.1% | +24.5% |
| YTD | -25.1% | +2.1% | -27.2% | -28.8% |
| 1Y | -48.1% | +16.2% | -64.4% | -54.2% |
| All | +55.8% | +128.8% | -73.0% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling