+63.8%
DOCU vs PSLV
+252.5%
-188.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.1% | -4.8% |
| 7D | +0.7% | +2.7% | -2.0% | +0.4% |
| 30D | +8.0% | +3.5% | +4.5% | +7.5% |
| 3M | +41.0% | +0.3% | +40.7% | +40.7% |
| 6M | +33.7% | -21.0% | +54.7% | +36.4% |
| YTD | -4.9% | -8.9% | +4.1% | -7.6% |
| 1Y | -20.4% | +54.0% | -74.3% | -31.0% |
| 3Y | +29.6% | +175.4% | -145.8% | -2.6% |
| 5Y | -76.9% | +157.7% | -234.5% | -82.7% |
| All | +63.8% | +252.5% | -188.7% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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