+119.6%
PM vs DOCU
+33.7%
+85.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.7% | -5.7% | -1.9% |
| 7D | -4.9% | +6.9% | -11.8% | -4.7% |
| 30D | -3.4% | +19.0% | -22.4% | -3.0% |
| 3M | +5.2% | +34.3% | -29.1% | +6.0% |
| 6M | +3.7% | +48.0% | -44.3% | +4.9% |
| YTD | +15.8% | 0.0% | +15.7% | +16.8% |
| 1Y | +17.4% | -10.3% | +27.6% | +18.3% |
| All | +119.6% | +33.7% | +85.9% | +103.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling