+163.1%
PG vs DOC
+23.6%
+139.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.6% |
| 7D | +0.2% | +1.0% | -0.8% | 0.0% |
| 30D | +10.2% | +8.1% | +2.0% | +8.1% |
| 3M | +16.2% | +0.9% | +15.3% | +15.9% |
| 6M | +18.6% | +6.3% | +12.3% | +16.6% |
| YTD | +20.4% | +33.8% | -13.4% | +11.2% |
| 1Y | +16.2% | +21.6% | -5.5% | +9.9% |
| 3Y | +19.9% | +53.4% | -33.5% | +5.1% |
| 5Y | +30.3% | -21.0% | +51.3% | +35.2% |
| 10Y | +163.1% | +22.5% | +140.6% | +135.3% |
| All | +163.1% | +23.6% | +139.5% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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