+4,006.0%
PG vs DOC
+2,974.4%
+1,031.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | 0.0% |
| 7D | +1.9% | -1.5% | +3.3% | +2.1% |
| 30D | -0.2% | -4.8% | +4.5% | +0.7% |
| 3M | +4.8% | +6.9% | -2.1% | +3.4% |
| 6M | -6.1% | +20.7% | -26.8% | -9.9% |
| YTD | +4.5% | +34.1% | -29.7% | -1.9% |
| 1Y | -5.3% | +22.6% | -27.9% | -9.6% |
| 3Y | +2.6% | +20.8% | -18.3% | -2.9% |
| 5Y | +15.6% | -24.9% | +40.5% | +19.2% |
| 10Y | +118.0% | -1.8% | +119.8% | +106.3% |
| All | +4,006.0% | +2,974.4% | +1,031.6% | +1,840.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling