+116.9%
PG vs DOC
-2.1%
+119.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.1% |
| 7D | +1.9% | -1.5% | +3.3% | +2.2% |
| 30D | -0.2% | -4.8% | +4.5% | +0.9% |
| 3M | +4.8% | +6.9% | -2.1% | +3.0% |
| 6M | -6.1% | +20.7% | -26.8% | -10.8% |
| YTD | +4.5% | +34.1% | -29.7% | -3.5% |
| 1Y | -5.3% | +22.6% | -27.9% | -10.7% |
| 3Y | +2.6% | +20.8% | -18.3% | -4.2% |
| 5Y | +15.6% | -24.9% | +40.5% | +21.6% |
| All | +116.9% | -2.1% | +119.0% | +103.2% |
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