+184.1%
PG vs DOCU
+104.2%
+79.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.6% | -1.0% |
| 7D | +2.4% | -5.5% | +7.9% | +2.5% |
| 30D | +12.6% | +12.6% | 0.0% | +12.3% |
| 3M | +13.3% | +36.4% | -23.1% | +12.4% |
| 6M | +13.4% | +66.8% | -53.4% | +11.9% |
| YTD | +18.8% | +13.5% | +5.3% | +18.3% |
| 1Y | +16.5% | +11.3% | +5.2% | +16.1% |
| 3Y | +18.6% | +92.1% | -73.4% | +14.9% |
| 5Y | +28.8% | -71.0% | +99.8% | +30.0% |
| All | +184.1% | +104.2% | +79.9% | +158.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling