+39.3%
DOCS vs PPL
-3.2%
+42.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | +1.2% | +1.8% | -0.6% | +0.5% |
| 30D | +21.3% | +8.4% | +12.9% | +16.8% |
| 3M | +58.4% | +2.4% | +56.0% | +55.2% |
| 6M | +39.3% | -4.0% | +43.2% | +29.5% |
| All | +39.3% | -3.2% | +42.5% | +29.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling