+97.7%
DOCN vs PENG
+116.2%
-18.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -9.1% | +1.9% | -3.3% |
| 7D | -20.0% | -20.5% | +0.4% | -12.2% |
| 30D | -38.8% | -20.4% | -18.4% | -33.0% |
| 3M | -34.8% | -16.4% | -18.4% | -30.9% |
| 6M | -22.8% | +49.2% | -72.0% | -39.4% |
| YTD | +74.6% | +147.2% | -72.6% | +8.5% |
| 1Y | +116.4% | +124.7% | -8.2% | +39.8% |
| 3Y | +239.3% | +230.3% | +9.1% | +65.4% |
| 5Y | -20.2% | +71.4% | -91.6% | -53.6% |
| All | +97.7% | +116.2% | -18.5% | +6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling