+141.2%
PSX vs DOC
+20.8%
+120.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.4% |
| 7D | +4.5% | -1.5% | +6.0% | +4.8% |
| 30D | +26.6% | -4.8% | +31.4% | +27.5% |
| 3M | +39.3% | +6.9% | +32.4% | +37.5% |
| 6M | +56.8% | +20.7% | +36.1% | +51.3% |
| YTD | +101.8% | +34.1% | +67.7% | +88.6% |
| 1Y | +99.6% | +22.6% | +77.0% | +90.8% |
| All | +141.2% | +20.8% | +120.5% | +125.3% |
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 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