+30.2%
PG vs DOC
-22.1%
+52.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +4.1% | +6.2% | -2.2% | +2.7% |
| 30D | +13.3% | +6.5% | +6.9% | +11.8% |
| 3M | +14.6% | -6.2% | +20.8% | +15.9% |
| 6M | +17.0% | +25.6% | -8.6% | +11.2% |
| YTD | +20.0% | +32.1% | -12.1% | +12.7% |
| 1Y | +17.9% | +20.3% | -2.3% | +13.0% |
| 3Y | +20.5% | +42.7% | -22.2% | +9.8% |
| 5Y | +30.2% | -22.2% | +52.3% | +41.1% |
| All | +30.2% | -22.1% | +52.2% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling