+66.4%
DOCN vs PENG
+66.4%
-0.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -23.0% | +7.2% | -5.9% |
| 7D | -29.3% | -36.7% | +7.4% | -14.4% |
| 30D | -46.0% | -42.0% | -4.0% | -32.3% |
| 3M | -43.2% | -33.2% | -10.0% | -33.8% |
| 6M | -53.7% | +2.1% | -55.8% | -57.8% |
| YTD | +46.9% | +90.3% | -43.4% | +2.0% |
| 1Y | +54.3% | +67.7% | -13.3% | +12.7% |
| 3Y | +185.5% | +154.2% | +31.3% | +55.6% |
| 5Y | -31.1% | +28.3% | -59.4% | -55.0% |
| All | +66.4% | +66.4% | -0.1% | +0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling