-54.2%
DOCS vs PEG
+33.6%
-87.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -0.8% | -2.3% | +1.5% | -0.1% |
| 30D | +17.4% | +1.2% | +16.2% | +16.9% |
| 3M | +57.4% | -2.4% | +59.7% | +58.4% |
| 6M | +26.5% | -6.9% | +33.4% | +28.9% |
| YTD | -26.6% | -7.2% | -19.4% | -25.9% |
| 1Y | -48.1% | -8.9% | -39.2% | -47.2% |
| 3Y | +52.6% | +27.1% | +25.5% | +38.4% |
| All | -54.2% | +33.6% | -87.8% | -58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling