+188.2%
PM vs DOCN
+74.7%
+113.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -1.8% |
| 7D | -5.2% | -19.2% | +13.9% | -5.4% |
| 30D | +2.7% | -43.1% | +45.7% | +2.3% |
| 3M | +6.1% | -40.7% | +46.8% | +5.7% |
| 6M | +18.0% | -55.0% | +73.0% | +17.6% |
| YTD | +26.6% | +50.6% | -24.0% | +24.7% |
| 1Y | +36.7% | +54.0% | -17.3% | +34.6% |
| 3Y | +146.0% | +203.9% | -57.9% | +137.5% |
| 5Y | +164.1% | -29.4% | +193.5% | +154.1% |
| All | +188.2% | +74.7% | +113.5% | +187.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling