+27.6%
DOC vs PENG
+54.5%
-26.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -9.1% | +12.2% | +2.9% |
| 7D | +8.7% | -20.5% | +29.2% | +8.4% |
| 30D | +7.6% | -20.4% | +28.0% | +7.5% |
| 3M | -5.3% | -16.4% | +11.1% | -5.3% |
| 6M | +27.6% | +49.2% | -21.6% | +13.7% |
| All | +27.6% | +54.5% | -26.9% | +13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling