+77.8%
PPL vs DOCU
+111.8%
-34.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | +1.8% | -3.7% | +5.5% | +1.9% |
| 30D | +8.4% | +15.0% | -6.5% | +8.0% |
| 3M | +2.4% | +39.9% | -37.5% | +1.5% |
| 6M | -4.0% | +66.2% | -70.1% | -5.3% |
| YTD | +4.5% | +17.7% | -13.2% | +3.8% |
| 1Y | +1.7% | +13.7% | -12.0% | +1.2% |
| 3Y | +55.5% | +95.9% | -40.4% | +51.0% |
| 5Y | +47.0% | -71.7% | +118.7% | +42.7% |
| All | +77.8% | +111.8% | -34.0% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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