+31.7%
PG vs DOC
-19.7%
+51.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.4% |
| 7D | +2.9% | +5.9% | -2.9% | +1.7% |
| 30D | +12.0% | +10.3% | +1.8% | +9.8% |
| 3M | +16.2% | -2.2% | +18.4% | +16.6% |
| 6M | +16.6% | +8.2% | +8.4% | +14.5% |
| YTD | +20.9% | +35.4% | -14.5% | +13.0% |
| 1Y | +17.8% | +23.6% | -5.8% | +12.2% |
| 3Y | +21.2% | +57.3% | -36.1% | +7.9% |
| 5Y | +31.7% | -19.6% | +51.3% | +41.7% |
| All | +31.7% | -19.7% | +51.3% | +41.7% |
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