+31.0%
PG vs DOCN
-29.3%
+60.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.2% | +5.2% | +1.0% |
| 7D | +2.7% | +19.1% | -16.4% | +2.9% |
| 30D | +9.2% | -21.0% | +30.2% | +8.9% |
| 3M | +18.5% | -34.7% | +53.2% | +18.1% |
| 6M | +21.1% | -45.8% | +66.8% | +20.6% |
| YTD | +21.9% | +79.4% | -57.5% | +21.4% |
| 1Y | +18.1% | +91.0% | -72.9% | +17.5% |
| 3Y | +20.6% | +237.5% | -216.9% | +18.5% |
| All | +31.0% | -29.3% | +60.4% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling