-38.7%
DOCS vs PPG
-19.9%
-18.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.6% |
| 7D | -0.8% | +2.4% | -3.2% | -2.1% |
| 30D | +17.4% | +16.5% | +0.9% | +7.5% |
| 3M | +57.4% | +5.1% | +52.3% | +53.2% |
| 6M | +26.5% | +11.1% | +15.4% | +18.2% |
| YTD | -26.6% | +21.7% | -48.2% | -37.0% |
| 1Y | -48.1% | +32.0% | -80.0% | -57.9% |
| 3Y | +52.6% | +2.8% | +49.9% | +41.7% |
| 5Y | -52.1% | -16.5% | -35.5% | -50.1% |
| All | -38.7% | -19.9% | -18.8% | -27.9% |
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