-52.3%
DOCS vs PPL
+45.9%
-98.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | +1.2% | +1.8% | -0.6% | +0.6% |
| 30D | +21.3% | +8.4% | +12.9% | +17.9% |
| 3M | +58.4% | +2.4% | +56.0% | +57.1% |
| 6M | +39.3% | -4.0% | +43.2% | +40.7% |
| YTD | -21.7% | +4.5% | -26.2% | -23.8% |
| 1Y | -47.3% | +1.7% | -49.1% | -48.2% |
| 3Y | +58.2% | +55.5% | +2.7% | +26.7% |
| 5Y | -52.3% | +47.0% | -99.3% | -61.2% |
| All | -52.3% | +45.9% | -98.2% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling