+8.9%
DOCS vs PPL
+57.3%
-48.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -1.4% | +2.7% | -4.1% | -2.0% |
| 30D | +21.8% | +0.5% | +21.4% | +21.7% |
| 3M | +27.3% | +0.7% | +26.6% | +27.1% |
| 6M | -0.3% | -7.6% | +7.3% | +0.9% |
| YTD | -40.5% | +1.8% | -42.3% | -41.4% |
| 1Y | -61.5% | -0.8% | -60.8% | -61.9% |
| All | +8.9% | +57.3% | -48.3% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling