+2,735.9%
PPG vs DOC
+2,974.4%
-238.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.2% |
| 7D | -1.5% | -1.5% | 0.0% | -1.0% |
| 30D | -5.0% | -4.8% | -0.2% | -3.3% |
| 3M | +1.1% | +6.9% | -5.8% | -1.3% |
| 6M | -3.2% | +20.7% | -23.9% | -10.0% |
| YTD | +11.9% | +34.1% | -22.3% | -0.2% |
| 1Y | +5.3% | +22.6% | -17.3% | -3.2% |
| 3Y | -15.0% | +20.8% | -35.8% | -22.5% |
| 5Y | -19.6% | -24.9% | +5.3% | -13.8% |
| 10Y | +27.0% | -1.8% | +28.9% | +17.9% |
| All | +2,735.9% | +2,974.4% | -238.5% | +984.5% |
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