+1,112.1%
PSX vs DOC
+26.3%
+1,085.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.9% |
| 7D | +4.5% | -1.5% | +6.0% | +5.1% |
| 30D | +26.6% | -4.8% | +31.4% | +28.7% |
| 3M | +39.3% | +6.9% | +32.4% | +35.3% |
| 6M | +56.8% | +20.7% | +36.1% | +43.0% |
| YTD | +101.8% | +34.1% | +67.7% | +75.9% |
| 1Y | +99.6% | +22.6% | +77.0% | +79.8% |
| 3Y | +140.3% | +20.8% | +119.5% | +113.5% |
| 5Y | +339.3% | -24.9% | +364.2% | +371.9% |
| 10Y | +369.9% | -1.8% | +371.7% | +331.3% |
| All | +1,112.1% | +26.3% | +1,085.8% | +935.7% |
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 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