-23.6%
DOC vs PENG
+115.2%
-138.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.4% | -8.2% | -2.3% |
| 7D | -1.5% | +4.5% | -6.0% | -1.8% |
| 30D | -4.8% | -7.1% | +2.3% | -4.4% |
| 3M | +6.9% | -27.3% | +34.1% | +8.0% |
| 6M | +20.7% | +169.6% | -148.8% | +6.2% |
| YTD | +34.1% | +164.6% | -130.5% | +17.8% |
| 1Y | +22.6% | +109.5% | -86.8% | +9.8% |
| 3Y | +20.8% | +98.9% | -78.1% | +3.3% |
| All | -23.6% | +115.2% | -138.9% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 5y: compounded portfolio wealth divided by compounded PENG 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…
5y analysis · Full analysis span regression · 6 months rolling