-21.4%
DOC vs PENG
+72.0%
-93.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -9.1% | +12.2% | +3.7% |
| 7D | +8.7% | -20.5% | +29.2% | +10.2% |
| 30D | +7.6% | -20.4% | +28.0% | +8.7% |
| 3M | -5.3% | -16.4% | +11.1% | -5.0% |
| 6M | +27.6% | +49.2% | -21.6% | +17.7% |
| YTD | +32.4% | +147.2% | -114.8% | +15.2% |
| 1Y | +22.9% | +124.7% | -101.8% | +7.8% |
| 3Y | +43.1% | +230.3% | -187.2% | +14.0% |
| 5Y | -21.4% | +71.4% | -92.8% | -36.4% |
| All | -21.4% | +72.0% | -93.4% | -36.4% |
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