-76.5%
DOCU vs PSLV
+153.8%
-230.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +3.8% |
| 7D | +6.9% | -0.6% | +7.5% | +6.9% |
| 30D | +19.0% | +7.3% | +11.7% | +18.3% |
| 3M | +34.3% | -7.4% | +41.7% | +35.2% |
| 6M | +48.0% | -20.3% | +68.3% | +50.4% |
| YTD | 0.0% | -8.2% | +8.3% | -3.3% |
| 1Y | -10.3% | +57.9% | -68.2% | -23.5% |
| 3Y | +32.4% | +162.1% | -129.7% | -2.7% |
| All | -76.5% | +153.8% | -230.3% | -84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling