+95.3%
DOCU vs PSLV
+175.6%
-80.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -5.5% | +5.1% | -10.7% | -6.0% |
| 30D | +12.6% | -13.3% | +26.0% | +14.1% |
| 3M | +36.4% | -16.5% | +52.9% | +38.3% |
| 6M | +66.8% | -32.8% | +99.6% | +72.6% |
| YTD | +13.5% | -28.8% | +42.3% | +12.6% |
| 1Y | +11.3% | +5.8% | +5.5% | +1.6% |
| 3Y | +92.1% | +114.8% | -22.7% | +47.7% |
| 5Y | -71.0% | +99.5% | -170.5% | -77.8% |
| All | +95.3% | +175.6% | -80.3% | +42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling