+145.3%
PSX vs DOC
+43.5%
+101.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.1% | -7.6% | -4.9% |
| 7D | -5.2% | +8.7% | -13.9% | -6.3% |
| 30D | -3.7% | +7.6% | -11.4% | -4.8% |
| 3M | +26.8% | -5.3% | +32.0% | +27.8% |
| 6M | +47.3% | +27.6% | +19.7% | +39.5% |
| YTD | +105.4% | +32.4% | +73.0% | +91.0% |
| 1Y | +96.9% | +22.9% | +74.1% | +87.4% |
| All | +145.3% | +43.5% | +101.8% | +127.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling