-16.2%
PPG vs DOC
-21.4%
+5.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | +2.4% | +6.5% | -4.1% | -0.3% |
| 30D | +16.5% | +9.2% | +7.3% | +11.9% |
| 3M | +5.1% | -2.5% | +7.6% | +6.1% |
| 6M | +11.1% | +7.1% | +4.1% | +7.5% |
| YTD | +21.7% | +33.0% | -11.3% | +5.4% |
| 1Y | +32.0% | +23.3% | +8.7% | +18.4% |
| 3Y | +2.8% | +44.9% | -42.2% | -17.5% |
| All | -16.2% | -21.4% | +5.2% | -5.0% |
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