+526.9%
PH vs DOCU
+111.8%
+415.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.7% |
| 7D | -0.2% | -3.7% | +3.5% | +0.3% |
| 30D | -6.7% | +15.0% | -21.7% | -8.6% |
| 3M | -8.1% | +39.9% | -48.0% | -12.6% |
| 6M | +5.3% | +66.2% | -60.8% | -2.9% |
| YTD | +4.2% | +17.7% | -13.5% | +0.3% |
| 1Y | +19.3% | +13.7% | +5.7% | +15.3% |
| 3Y | +133.9% | +95.9% | +38.0% | +103.6% |
| 5Y | +197.7% | -71.7% | +269.4% | +208.3% |
| All | +526.9% | +111.8% | +415.0% | +348.3% |
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