+132.8%
PM vs DOCS
-36.0%
+168.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.9% |
| 7D | -4.9% | -1.4% | -3.5% | -4.9% |
| 30D | -3.4% | +21.8% | -25.2% | -3.7% |
| 3M | +5.2% | +27.3% | -22.1% | +4.8% |
| 6M | +3.7% | -0.3% | +4.1% | +3.6% |
| YTD | +15.8% | -40.5% | +56.3% | +16.6% |
| 1Y | +17.4% | -61.5% | +78.9% | +19.1% |
| 3Y | +116.9% | +8.2% | +108.8% | +113.3% |
| 5Y | +117.3% | -73.4% | +190.7% | +116.4% |
| All | +132.8% | -36.0% | +168.8% | +127.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling