-38.0%
DOCS vs PPG
-18.0%
-20.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | -0.3% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | +7.8% | +20.5% | -12.8% | -3.3% |
| 3M | +20.0% | +5.3% | +14.6% | +16.3% |
| 6M | +26.5% | +15.8% | +10.7% | +15.5% |
| YTD | -25.8% | +24.6% | -50.3% | -37.2% |
| 1Y | -39.5% | +33.6% | -73.1% | -51.1% |
| 3Y | +60.3% | +5.0% | +55.3% | +47.1% |
| 5Y | -57.0% | -14.0% | -43.0% | -56.1% |
| All | -38.0% | -18.0% | -20.0% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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