+84.2%
DOCN vs PEG
+55.4%
+28.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.3% | +4.7% | +7.2% |
| 7D | -12.8% | +0.9% | -13.7% | -13.0% |
| 30D | -41.9% | +3.8% | -45.7% | -42.5% |
| 3M | -36.9% | +0.1% | -37.0% | -37.0% |
| 6M | -52.2% | -1.0% | -51.3% | -52.4% |
| YTD | +62.7% | -4.1% | +66.8% | +62.6% |
| 1Y | +58.2% | -6.9% | +65.1% | +59.8% |
| 3Y | +219.5% | +35.6% | +183.8% | +178.5% |
| 5Y | -32.9% | +42.8% | -75.6% | -38.6% |
| All | +84.2% | +55.4% | +28.9% | +77.8% |
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