-50.3%
DOCS vs PPG
-26.3%
-24.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.4% | -3.7% |
| 7D | -1.4% | -1.5% | +0.1% | -0.6% |
| 30D | +21.8% | -5.0% | +26.8% | +25.9% |
| 3M | +27.3% | +1.1% | +26.2% | +26.1% |
| 6M | -0.3% | -3.2% | +2.8% | +0.2% |
| YTD | -40.5% | +11.9% | -52.4% | -46.3% |
| 1Y | -61.5% | +5.3% | -66.9% | -64.1% |
| 3Y | +8.2% | -15.0% | +23.2% | +14.9% |
| 5Y | -73.4% | -19.6% | -53.8% | -71.9% |
| All | -50.3% | -26.3% | -24.0% | -38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling