+150.6%
PG vs DOC
+15.7%
+134.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | +2.4% | +6.5% | -4.1% | +0.8% |
| 30D | +12.6% | +9.2% | +3.5% | +10.2% |
| 3M | +13.3% | -2.5% | +15.8% | +13.9% |
| 6M | +13.4% | +7.1% | +6.3% | +11.3% |
| YTD | +18.8% | +33.0% | -14.2% | +9.8% |
| 1Y | +16.5% | +23.3% | -6.8% | +9.7% |
| 3Y | +18.6% | +44.9% | -26.3% | +5.5% |
| 5Y | +28.8% | -21.6% | +50.4% | +34.0% |
| All | +150.6% | +15.7% | +134.9% | +124.2% |
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