+46.9%
PM vs DOCN
+110.0%
-63.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.2% | +8.7% | +1.0% |
| 7D | +4.3% | -20.0% | +24.3% | +2.7% |
| 30D | +11.5% | -38.8% | +50.3% | +8.2% |
| 3M | +13.0% | -34.8% | +47.9% | +10.5% |
| 6M | +25.9% | -22.8% | +48.7% | +24.2% |
| YTD | +34.0% | +74.6% | -40.6% | +36.2% |
| 1Y | +46.9% | +116.4% | -69.5% | +48.5% |
| All | +46.9% | +110.0% | -63.2% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 1y: compounded portfolio wealth divided by compounded DOCN 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…
1y analysis · Full analysis span regression · 6 months rolling