+117.4%
PM vs DOCN
+54.1%
+63.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -1.9% |
| 7D | -4.9% | +1.1% | -6.0% | -4.9% |
| 30D | -3.4% | -9.6% | +6.2% | -3.4% |
| 3M | +5.2% | -37.7% | +42.9% | +5.4% |
| 6M | +3.7% | +115.2% | -111.5% | +2.4% |
| YTD | +15.8% | +133.7% | -118.0% | +14.0% |
| 1Y | +17.4% | +250.2% | -232.8% | +14.7% |
| 3Y | +116.9% | +320.3% | -203.4% | +108.7% |
| All | +117.4% | +54.1% | +63.3% | +100.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling