+266.2%
PM vs DOCU
+104.2%
+161.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.8% |
| 7D | -5.2% | -5.5% | +0.3% | -5.1% |
| 30D | +2.7% | +12.6% | -9.9% | +2.4% |
| 3M | +5.2% | +36.4% | -31.2% | +4.5% |
| 6M | +17.0% | +66.8% | -49.8% | +15.5% |
| YTD | +25.5% | +13.5% | +12.0% | +25.1% |
| 1Y | +35.5% | +11.3% | +24.2% | +35.1% |
| 3Y | +143.9% | +92.1% | +51.9% | +135.8% |
| 5Y | +161.8% | -71.0% | +232.8% | +163.2% |
| All | +266.2% | +104.2% | +161.9% | +203.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 10y: compounded portfolio wealth divided by compounded DOCU 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…
10y analysis · Full analysis span regression · 6 months rolling