-37.4%
DOCS vs PPL
+55.8%
-93.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.6% |
| 7D | -1.3% | +1.0% | -2.4% | -1.7% |
| 30D | +19.4% | +6.8% | +12.6% | +16.6% |
| 3M | +53.4% | +3.9% | +49.5% | +51.4% |
| 6M | +28.8% | -2.0% | +30.8% | +29.2% |
| YTD | -25.1% | +5.3% | -30.3% | -27.3% |
| 1Y | -48.1% | +2.2% | -50.3% | -49.1% |
| 3Y | +51.4% | +56.7% | -5.4% | +21.0% |
| 5Y | -51.1% | +49.1% | -100.2% | -60.3% |
| All | -37.4% | +55.8% | -93.2% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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