-48.1%
DOCS vs PEG
-6.5%
-41.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -2.2% |
| 7D | -0.8% | -2.3% | +1.5% | -1.5% |
| 30D | +17.4% | +1.2% | +16.2% | +17.9% |
| 3M | +57.4% | -2.4% | +59.7% | +55.7% |
| 6M | +26.5% | -6.9% | +33.4% | +22.8% |
| YTD | -26.6% | -7.2% | -19.4% | -29.9% |
| 1Y | -48.1% | -8.9% | -39.2% | -50.1% |
| All | -48.1% | -6.5% | -41.6% | -50.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling