+25.2%
PG vs DOCS
-40.7%
+65.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.3% | +6.7% | -0.5% |
| 7D | -0.4% | -7.3% | +6.9% | -0.4% |
| 30D | -0.1% | -10.9% | +10.7% | -0.1% |
| 3M | +1.1% | +20.3% | -19.2% | +0.9% |
| 6M | -3.8% | -3.6% | -0.2% | -3.9% |
| YTD | +3.8% | -44.9% | +48.7% | +4.4% |
| 1Y | -5.8% | -64.9% | +59.1% | -4.8% |
| 3Y | +3.0% | +7.6% | -4.6% | +1.6% |
| 5Y | +14.5% | -74.0% | +88.4% | +13.0% |
| All | +25.2% | -40.7% | +65.9% | +22.6% |
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