+3,006.6%
PPG vs DOC
+2,926.9%
+79.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | +2.7% | +6.2% | -3.5% | +0.6% |
| 30D | +15.7% | +6.5% | +9.3% | +13.1% |
| 3M | +4.1% | -6.2% | +10.4% | +6.3% |
| 6M | +17.3% | +25.6% | -8.3% | +7.5% |
| YTD | +22.5% | +32.1% | -9.5% | +9.8% |
| 1Y | +31.4% | +20.3% | +11.1% | +21.7% |
| 3Y | +3.1% | +42.7% | -39.7% | -11.3% |
| 5Y | -15.9% | -22.2% | +6.2% | -11.0% |
| 10Y | +60.5% | +16.5% | +44.0% | +40.6% |
| All | +3,006.6% | +2,926.9% | +79.7% | +1,093.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling