+166.6%
PM vs DOCS
-54.0%
+220.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.3% | -0.3% | -4.6% |
| 7D | -3.4% | -1.3% | -2.0% | -3.3% |
| 30D | +5.8% | +19.4% | -13.6% | +5.6% |
| 3M | +6.7% | +53.4% | -46.7% | +6.0% |
| 6M | +19.9% | +28.8% | -8.9% | +19.4% |
| YTD | +27.8% | -25.1% | +52.9% | +28.4% |
| 1Y | +39.4% | -48.1% | +87.5% | +40.9% |
| 3Y | +146.9% | +51.4% | +95.5% | +141.1% |
| 5Y | +166.6% | -51.1% | +217.7% | +159.5% |
| All | +166.6% | -54.0% | +220.6% | +159.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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