+235.6%
PM vs DOC
+14.9%
+220.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.6% |
| 7D | -3.4% | +6.2% | -9.6% | -5.1% |
| 30D | +5.8% | +6.5% | -0.6% | +3.7% |
| 3M | +6.7% | -6.2% | +12.9% | +8.6% |
| 6M | +19.9% | +25.6% | -5.7% | +11.0% |
| YTD | +27.8% | +32.1% | -4.3% | +16.0% |
| 1Y | +39.4% | +20.3% | +19.1% | +30.3% |
| 3Y | +146.9% | +42.7% | +104.1% | +113.5% |
| 5Y | +166.6% | -22.2% | +188.8% | +180.7% |
| All | +235.6% | +14.9% | +220.7% | +195.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling