+291.0%
PM vs DOCU
+111.8%
+179.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | +4.3% | -3.7% | +8.0% | +4.3% |
| 30D | +11.5% | +15.0% | -3.5% | +11.1% |
| 3M | +13.0% | +39.9% | -26.9% | +12.1% |
| 6M | +25.9% | +66.2% | -40.2% | +24.4% |
| YTD | +34.0% | +17.7% | +16.3% | +33.4% |
| 1Y | +46.9% | +13.7% | +33.2% | +46.4% |
| 3Y | +158.9% | +95.9% | +63.0% | +150.2% |
| 5Y | +181.3% | -71.7% | +253.0% | +183.3% |
| All | +291.0% | +111.8% | +179.1% | +223.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling