-37.1%
DOCS vs PPG
-19.3%
-17.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.3% |
| 7D | +2.6% | +0.7% | +1.8% | +2.1% |
| 30D | +11.4% | +17.6% | -6.1% | +1.5% |
| 3M | +25.4% | +7.5% | +17.9% | +20.0% |
| 6M | +42.5% | +17.6% | +24.9% | +28.8% |
| YTD | -24.7% | +22.6% | -47.3% | -35.7% |
| 1Y | -32.9% | +28.0% | -60.9% | -44.3% |
| 3Y | +39.6% | +1.8% | +37.8% | +30.7% |
| 5Y | -54.6% | -15.5% | -39.1% | -53.1% |
| All | -37.1% | -19.3% | -17.8% | -26.4% |
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