+30.4%
PG vs DOCS
-56.1%
+86.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +10.5% | +8.7% | +1.8% | +10.4% |
| 3M | +17.4% | +32.9% | -15.5% | +17.0% |
| 6M | +18.4% | +25.5% | -7.1% | +18.0% |
| YTD | +20.7% | -25.0% | +45.7% | +21.0% |
| 1Y | +16.8% | -34.9% | +51.7% | +17.4% |
| 3Y | +20.1% | +39.3% | -19.2% | +17.7% |
| 5Y | +30.4% | -54.8% | +85.2% | +25.0% |
| All | +30.4% | -56.1% | +86.5% | +25.0% |
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