+105.1%
DOCN vs PEG
+53.8%
+51.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.5% | +10.1% | +9.7% |
| 7D | +3.7% | +1.5% | +2.3% | +3.4% |
| 30D | -33.7% | +5.0% | -38.7% | -34.6% |
| 3M | -27.9% | -0.3% | -27.6% | -27.9% |
| 6M | -46.4% | -2.7% | -43.8% | -46.4% |
| YTD | +81.1% | -5.1% | +86.2% | +81.4% |
| 1Y | +74.3% | -8.3% | +82.6% | +76.8% |
| 3Y | +245.8% | +33.0% | +212.8% | +203.1% |
| 5Y | -23.7% | +41.3% | -65.0% | -30.2% |
| All | +105.1% | +53.8% | +51.2% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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