+31.2%
DOCU vs PSLV
+176.8%
-145.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +3.7% |
| 7D | +6.9% | -0.6% | +7.5% | +6.9% |
| 30D | +19.0% | +7.3% | +11.7% | +18.9% |
| 3M | +34.3% | -7.4% | +41.7% | +34.7% |
| 6M | +48.0% | -20.3% | +68.3% | +48.9% |
| YTD | 0.0% | -8.2% | +8.3% | -1.3% |
| 1Y | -10.3% | +57.9% | -68.2% | -17.6% |
| All | +31.2% | +176.8% | -145.6% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling