+16.0%
PG vs DOCS
-73.4%
+89.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.4% | -0.3% |
| 7D | +1.9% | -1.4% | +3.3% | +1.9% |
| 30D | -0.2% | +21.8% | -22.1% | -0.5% |
| 3M | +4.8% | +27.3% | -22.5% | +4.5% |
| 6M | -6.1% | -0.3% | -5.8% | -6.2% |
| YTD | +4.5% | -40.5% | +45.0% | +5.0% |
| 1Y | -5.3% | -61.5% | +56.2% | -4.3% |
| 3Y | +2.6% | +8.2% | -5.6% | +0.9% |
| All | +16.0% | -73.4% | +89.4% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling