+56.7%
PPG vs DOC
+15.7%
+41.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | +2.4% | +6.5% | -4.1% | -0.1% |
| 30D | +16.5% | +9.2% | +7.3% | +12.3% |
| 3M | +5.1% | -2.5% | +7.6% | +6.0% |
| 6M | +11.1% | +7.1% | +4.1% | +7.8% |
| YTD | +21.7% | +33.0% | -11.3% | +7.0% |
| 1Y | +32.0% | +23.3% | +8.7% | +19.6% |
| 3Y | +2.8% | +44.9% | -42.2% | -14.3% |
| 5Y | -16.5% | -21.6% | +5.1% | -11.3% |
| All | +56.7% | +15.7% | +41.0% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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