+457.7%
PWR vs DOCS
-19.4%
+477.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -4.3% | -8.0% | -11.9% |
| 7D | -19.9% | -1.3% | -18.5% | -19.8% |
| 30D | -29.3% | +19.4% | -48.6% | -30.5% |
| 3M | -25.5% | +53.4% | -78.9% | -29.0% |
| 6M | -34.0% | +28.8% | -62.8% | -36.5% |
| YTD | +20.7% | -25.1% | +45.8% | +23.1% |
| 1Y | +12.3% | -48.1% | +60.5% | +19.6% |
| 3Y | +201.9% | +51.4% | +150.5% | +175.7% |
| 5Y | +336.8% | -51.1% | +387.9% | +327.4% |
| All | +457.7% | -19.4% | +477.1% | +437.4% |
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