+205.1%
PM vs DOCN
+102.5%
+102.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.2% | +8.7% | +1.5% |
| 7D | +4.3% | -20.0% | +24.3% | +4.1% |
| 30D | +11.5% | -38.8% | +50.3% | +11.1% |
| 3M | +13.0% | -34.8% | +47.9% | +12.7% |
| 6M | +25.9% | -22.8% | +48.7% | +25.3% |
| YTD | +34.0% | +74.6% | -40.6% | +32.1% |
| 1Y | +46.9% | +116.4% | -69.5% | +44.4% |
| 3Y | +158.9% | +239.3% | -80.5% | +150.3% |
| 5Y | +181.3% | -20.2% | +201.5% | +170.8% |
| All | +205.1% | +102.5% | +102.6% | +204.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling