-37.3%
DOCS vs PPG
-17.7%
-19.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.0% | +2.2% |
| 7D | -4.2% | -1.2% | -3.0% | -3.5% |
| 30D | +8.6% | +21.2% | -12.6% | -2.8% |
| 3M | +27.2% | +8.2% | +19.0% | +21.3% |
| 6M | +26.5% | +17.2% | +9.3% | +14.7% |
| YTD | -25.0% | +25.0% | -50.0% | -36.6% |
| 1Y | -37.0% | +33.5% | -70.5% | -49.1% |
| 3Y | +39.4% | +4.2% | +35.2% | +28.7% |
| 5Y | -56.7% | -12.7% | -44.0% | -56.2% |
| All | -37.3% | -17.7% | -19.6% | -27.4% |
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