+4,622.5%
PG vs DOC
+2,934.4%
+1,688.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.1% | +0.1% | +2.6% |
| 7D | +5.7% | +8.7% | -3.0% | +4.0% |
| 30D | +15.4% | +7.6% | +7.8% | +13.8% |
| 3M | +13.8% | -5.3% | +19.1% | +14.9% |
| 6M | +18.3% | +27.6% | -9.3% | +12.4% |
| YTD | +20.1% | +32.4% | -12.3% | +13.1% |
| 1Y | +17.0% | +22.9% | -5.9% | +11.7% |
| 3Y | +20.7% | +43.1% | -22.4% | +10.7% |
| 5Y | +31.0% | -21.4% | +52.4% | +33.9% |
| 10Y | +158.0% | +16.8% | +141.1% | +136.9% |
| All | +4,622.5% | +2,934.4% | +1,688.1% | +2,136.9% |
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