+164.6%
DOCN vs PENG
+131.4%
+33.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.4% | -3.6% | +0.1% |
| 7D | +1.1% | +4.5% | -3.4% | -0.8% |
| 30D | -9.6% | -7.1% | -2.5% | -7.1% |
| 3M | -37.7% | -27.3% | -10.4% | -32.0% |
| 6M | +115.2% | +169.6% | -54.4% | +32.1% |
| YTD | +133.7% | +164.6% | -30.9% | +43.2% |
| 1Y | +250.2% | +109.5% | +140.7% | +134.0% |
| 3Y | +320.3% | +98.9% | +221.4% | +143.6% |
| 5Y | +53.1% | +116.3% | -63.1% | -15.4% |
| All | +164.6% | +131.4% | +33.2% | +40.9% |
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