+66.4%
DOCN vs PEG
+51.4%
+15.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.2% | -15.7% | -15.8% |
| 7D | -29.3% | -0.7% | -28.6% | -29.2% |
| 30D | -46.0% | +1.9% | -47.9% | -46.4% |
| 3M | -43.2% | -2.3% | -40.8% | -42.9% |
| 6M | -53.7% | -6.7% | -47.0% | -53.1% |
| YTD | +46.9% | -6.6% | +53.5% | +47.7% |
| 1Y | +54.3% | -5.3% | +59.7% | +54.4% |
| 3Y | +185.5% | +26.8% | +158.7% | +154.0% |
| 5Y | -31.1% | +34.7% | -65.8% | -38.2% |
| All | +66.4% | +51.4% | +15.0% | +61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling