+2,090.1%
PPL vs DOC
+2,974.4%
-884.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.5% |
| 7D | +2.7% | -1.5% | +4.1% | +3.1% |
| 30D | +0.5% | -4.8% | +5.2% | +1.7% |
| 3M | +0.7% | +6.9% | -6.2% | -1.2% |
| 6M | -7.6% | +20.7% | -28.3% | -12.8% |
| YTD | +1.8% | +34.1% | -32.3% | -6.7% |
| 1Y | -0.8% | +22.6% | -23.4% | -7.0% |
| 3Y | +56.9% | +20.8% | +36.0% | +45.9% |
| 5Y | +39.5% | -24.9% | +64.4% | +46.2% |
| 10Y | +55.4% | -1.8% | +57.2% | +48.8% |
| All | +2,090.1% | +2,974.4% | -884.3% | +1,150.3% |
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