+166.6%
PM vs DOCN
-34.6%
+201.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -15.9% | +11.2% | -4.7% |
| 7D | -3.4% | -29.3% | +25.9% | -3.6% |
| 30D | +5.8% | -46.0% | +51.9% | +5.4% |
| 3M | +6.7% | -43.2% | +49.8% | +6.2% |
| 6M | +19.9% | -53.7% | +73.6% | +19.5% |
| YTD | +27.8% | +46.9% | -19.1% | +25.5% |
| 1Y | +39.4% | +54.3% | -14.9% | +36.7% |
| 3Y | +146.9% | +185.5% | -38.7% | +136.7% |
| 5Y | +166.6% | -31.1% | +197.7% | +153.0% |
| All | +166.6% | -34.6% | +201.2% | +153.0% |
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