+30.4%
PG vs DOCU
-69.1%
+99.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.6% | +1.6% | -1.0% | +0.5% |
| 30D | +10.5% | +10.8% | -0.3% | +10.4% |
| 3M | +17.4% | +38.0% | -20.6% | +17.0% |
| 6M | +18.4% | +77.4% | -59.0% | +17.6% |
| YTD | +20.7% | +17.2% | +3.5% | +20.6% |
| 1Y | +16.8% | +15.6% | +1.2% | +16.8% |
| 3Y | +20.1% | +95.6% | -75.5% | +17.7% |
| 5Y | +30.4% | -69.7% | +100.1% | +24.1% |
| All | +30.4% | -69.1% | +99.5% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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