+30.8%
PLD vs DOCS
-36.0%
+66.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.0% | -0.5% |
| 7D | -2.4% | -1.4% | -1.0% | -2.3% |
| 30D | -2.4% | +21.8% | -24.3% | -4.4% |
| 3M | -3.8% | +27.3% | -31.1% | -6.1% |
| 6M | 0.0% | -0.3% | +0.4% | -0.9% |
| YTD | +9.2% | -40.5% | +49.7% | +12.8% |
| 1Y | +25.9% | -61.5% | +87.5% | +34.8% |
| 3Y | +21.3% | +8.2% | +13.1% | +14.7% |
| 5Y | +14.1% | -73.4% | +87.6% | +9.6% |
| All | +30.8% | -36.0% | +66.8% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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