-50.3%
DOCS vs PH
+247.0%
-297.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | -1.4% | -3.1% | +1.6% | +0.2% |
| 30D | +21.8% | -3.2% | +25.1% | +23.2% |
| 3M | +27.3% | +10.6% | +16.7% | +18.8% |
| 6M | -0.3% | -2.1% | +1.8% | -1.5% |
| YTD | -40.5% | +10.2% | -50.7% | -45.7% |
| 1Y | -61.5% | +28.2% | -89.8% | -68.4% |
| 3Y | +8.2% | +134.9% | -126.7% | -43.3% |
| 5Y | -73.4% | +253.6% | -327.1% | -89.9% |
| All | -50.3% | +247.0% | -297.3% | -81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling