+45.7%
PG vs DOCS
-20.2%
+65.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.8% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | +12.0% | +7.8% | +4.3% | +12.0% |
| 3M | +16.2% | +20.0% | -3.7% | +16.0% |
| 6M | +16.6% | +26.5% | -9.9% | +16.2% |
| YTD | +20.9% | -25.8% | +46.6% | +21.2% |
| 1Y | +17.8% | -39.5% | +57.3% | +18.4% |
| 3Y | +21.2% | +60.3% | -39.2% | +19.0% |
| 5Y | +31.7% | -57.0% | +88.7% | +29.6% |
| All | +45.7% | -20.2% | +65.9% | +42.3% |
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