+47.5%
PG vs DOCN
+91.6%
-44.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.2% |
| 7D | +4.1% | -12.1% | +16.2% | +3.9% |
| 30D | +12.3% | -41.0% | +53.3% | +11.6% |
| 3M | +15.9% | -38.7% | +54.6% | +15.4% |
| 6M | +16.8% | -51.5% | +68.3% | +16.1% |
| YTD | +21.1% | +65.3% | -44.1% | +20.8% |
| 1Y | +19.3% | +53.9% | -34.6% | +19.1% |
| 3Y | +20.6% | +215.6% | -195.0% | +19.5% |
| 5Y | +30.7% | -26.2% | +56.8% | +27.1% |
| All | +47.5% | +91.6% | -44.1% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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