+47.0%
PPL vs DOC
-22.8%
+69.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -1.0% |
| 7D | +1.8% | +8.7% | -6.9% | -1.0% |
| 30D | +8.4% | +7.6% | +0.8% | +5.7% |
| 3M | +2.4% | -5.3% | +7.6% | +4.0% |
| 6M | -4.0% | +27.6% | -31.6% | -12.5% |
| YTD | +4.5% | +32.4% | -28.0% | -6.6% |
| 1Y | +1.7% | +22.9% | -21.1% | -6.4% |
| 3Y | +55.5% | +43.1% | +12.4% | +31.2% |
| 5Y | +47.0% | -21.4% | +68.4% | +59.7% |
| All | +47.0% | -22.8% | +69.8% | +59.7% |
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