+95.7%
DOCU vs PSLV
+183.1%
-87.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.6% | -0.1% |
| 7D | -4.8% | +6.3% | -11.1% | -5.3% |
| 30D | +9.4% | -13.0% | +22.4% | +10.7% |
| 3M | +29.0% | -16.9% | +45.9% | +30.9% |
| 6M | +62.3% | -34.0% | +96.3% | +68.4% |
| YTD | +13.7% | -26.8% | +40.5% | +12.5% |
| 1Y | +11.5% | +7.7% | +3.9% | +1.8% |
| 3Y | +94.2% | +125.3% | -31.1% | +48.2% |
| 5Y | -71.7% | +103.8% | -175.5% | -78.4% |
| All | +95.7% | +183.1% | -87.4% | +41.9% |
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