-16.8%
PPG vs DOC
-24.5%
+7.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.4% |
| 7D | -1.5% | -1.5% | 0.0% | -0.8% |
| 30D | -5.0% | -4.8% | -0.2% | -2.9% |
| 3M | +1.1% | +6.9% | -5.8% | -1.9% |
| 6M | -3.2% | +20.7% | -23.9% | -11.5% |
| YTD | +11.9% | +34.1% | -22.3% | -3.2% |
| 1Y | +5.3% | +22.6% | -17.3% | -5.2% |
| 3Y | -15.0% | +20.8% | -35.8% | -23.9% |
| All | -16.8% | -24.5% | +7.7% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling