+197.7%
PH vs DOC
-22.8%
+220.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.1% | -6.8% | -4.8% |
| 7D | -0.2% | +8.7% | -8.9% | -3.3% |
| 30D | -6.7% | +7.6% | -14.4% | -9.5% |
| 3M | -8.1% | -5.3% | -2.9% | -6.6% |
| 6M | +5.3% | +27.6% | -22.3% | -6.3% |
| YTD | +4.2% | +32.4% | -28.2% | -9.5% |
| 1Y | +19.3% | +22.9% | -3.5% | +7.1% |
| 3Y | +133.9% | +43.1% | +90.8% | +89.2% |
| 5Y | +197.7% | -21.4% | +219.1% | +237.3% |
| All | +197.7% | -22.8% | +220.5% | +237.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling