+131.0%
PH vs DOC
+43.5%
+87.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.1% | -6.8% | -4.4% |
| 7D | -0.2% | +8.7% | -8.9% | -2.2% |
| 30D | -6.7% | +7.6% | -14.4% | -8.5% |
| 3M | -8.1% | -5.3% | -2.9% | -7.0% |
| 6M | +5.3% | +27.6% | -22.3% | -2.8% |
| YTD | +4.2% | +32.4% | -28.2% | -5.7% |
| 1Y | +19.3% | +22.9% | -3.5% | +10.8% |
| All | +131.0% | +43.5% | +87.5% | +109.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling