+16.2%
PH vs DOC
+21.7%
-5.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -2.0% |
| 7D | -3.9% | +6.2% | -10.1% | -4.2% |
| 30D | -9.4% | +6.5% | -15.9% | -9.6% |
| 3M | -10.3% | -6.2% | -4.1% | -9.6% |
| 6M | +2.7% | +25.6% | -22.9% | -0.4% |
| YTD | +2.1% | +32.1% | -29.9% | -1.2% |
| 1Y | +16.2% | +20.3% | -4.1% | +12.6% |
| All | +16.2% | +21.7% | -5.5% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling