+163.6%
PM vs DOCN
+171.0%
-7.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.3% |
| 6M | +3.7% | +115.2% | -111.5% | +2.7% |
| YTD | +15.8% | +133.7% | -118.0% | +14.4% |
| 1Y | +17.4% | +250.2% | -232.8% | +15.2% |
| 3Y | +116.9% | +320.3% | -203.4% | +110.4% |
| 5Y | +117.3% | +53.1% | +64.2% | +110.7% |
| All | +163.6% | +171.0% | -7.5% | +163.9% |
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