+27.2%
PG vs DOCN
+171.0%
-143.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.3% |
| 7D | +1.9% | +1.1% | +0.7% | +1.9% |
| 30D | -0.2% | -9.6% | +9.4% | -0.3% |
| 3M | +4.8% | -37.7% | +42.5% | +4.6% |
| 6M | -6.1% | +115.2% | -121.3% | -5.9% |
| YTD | +4.5% | +133.7% | -129.3% | +4.7% |
| 1Y | -5.3% | +250.2% | -255.5% | -5.3% |
| 3Y | +2.6% | +320.3% | -317.7% | +2.1% |
| 5Y | +15.6% | +53.1% | -37.5% | +14.2% |
| All | +27.2% | +171.0% | -143.8% | +30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling