+539.0%
PWR vs DOCS
-21.3%
+560.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.3% |
| 7D | -11.2% | -0.6% | -10.7% | -11.2% |
| 30D | -17.4% | +6.3% | -23.7% | -17.9% |
| 3M | -11.7% | +26.5% | -38.2% | -14.0% |
| 6M | -21.7% | +24.8% | -46.5% | -24.4% |
| YTD | +38.3% | -26.8% | +65.1% | +41.3% |
| 1Y | +29.6% | -38.3% | +67.9% | +35.1% |
| 3Y | +236.1% | +36.0% | +200.1% | +211.3% |
| 5Y | +406.3% | -55.0% | +461.3% | +398.3% |
| All | +539.0% | -21.3% | +560.2% | +516.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling