-37.1%
DOCS vs PEG
+52.7%
-89.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | 0.0% |
| 7D | +2.6% | +4.5% | -2.0% | +1.3% |
| 30D | +11.4% | +7.5% | +3.9% | +9.2% |
| 3M | +25.4% | +0.8% | +24.5% | +25.0% |
| 6M | +42.5% | 0.0% | +42.5% | +42.0% |
| YTD | -24.7% | -3.0% | -21.7% | -25.0% |
| 1Y | -32.9% | -4.7% | -28.2% | -32.7% |
| 3Y | +39.6% | +36.5% | +3.1% | +25.8% |
| 5Y | -54.6% | +44.4% | -99.0% | -59.1% |
| All | -37.1% | +52.7% | -89.8% | -45.4% |
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