+148.4%
PM vs DOC
+43.2%
+105.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.6% |
| 7D | -3.4% | +6.2% | -9.6% | -4.3% |
| 30D | +5.8% | +6.5% | -0.6% | +4.7% |
| 3M | +6.7% | -6.2% | +12.9% | +7.7% |
| 6M | +19.9% | +25.6% | -5.7% | +15.8% |
| YTD | +27.8% | +32.1% | -4.3% | +22.2% |
| 1Y | +39.4% | +20.3% | +19.1% | +35.5% |
| All | +148.4% | +43.2% | +105.2% | +138.9% |
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 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