-51.1%
DOCS vs PH
+187.9%
-239.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.3% | -3.3% |
| 7D | -1.3% | -3.9% | +2.6% | +0.5% |
| 30D | +19.4% | -9.4% | +28.8% | +25.0% |
| 3M | +53.4% | -10.3% | +63.7% | +60.2% |
| 6M | +28.8% | +2.7% | +26.1% | +23.0% |
| YTD | -25.1% | +2.1% | -27.2% | -29.8% |
| 1Y | -48.1% | +16.2% | -64.4% | -55.7% |
| 3Y | +51.4% | +129.3% | -77.9% | -24.5% |
| 5Y | -51.1% | +191.7% | -242.8% | -82.2% |
| All | -51.1% | +187.9% | -239.0% | -82.2% |
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