-54.2%
DOCS vs PH
+197.3%
-251.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -3.5% |
| 7D | -0.8% | +2.0% | -2.8% | -2.0% |
| 30D | +17.4% | -3.7% | +21.1% | +19.0% |
| 3M | +57.4% | -14.0% | +71.4% | +68.9% |
| 6M | +26.5% | +2.1% | +24.4% | +21.7% |
| YTD | -26.6% | +5.1% | -31.6% | -32.2% |
| 1Y | -48.1% | +10.9% | -59.0% | -53.8% |
| 3Y | +52.6% | +132.9% | -80.3% | -24.1% |
| All | -54.2% | +197.3% | -251.5% | -83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling