+45.2%
PG vs DOCS
-19.3%
+64.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.6% |
| 7D | +0.2% | -4.2% | +4.4% | +0.2% |
| 30D | +10.2% | +8.6% | +1.5% | +10.1% |
| 3M | +16.2% | +27.2% | -11.0% | +16.0% |
| 6M | +18.6% | +26.5% | -7.9% | +18.2% |
| YTD | +20.4% | -25.0% | +45.4% | +20.7% |
| 1Y | +16.2% | -37.0% | +53.1% | +16.7% |
| 3Y | +19.9% | +39.4% | -19.5% | +18.0% |
| 5Y | +30.3% | -56.7% | +87.0% | +28.2% |
| All | +45.2% | -19.3% | +64.5% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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