-51.1%
DOCS vs PEG
+36.2%
-87.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.3% |
| 7D | -1.3% | -0.7% | -0.6% | -1.1% |
| 30D | +19.4% | +1.9% | +17.5% | +18.7% |
| 3M | +53.4% | -2.3% | +55.7% | +54.4% |
| 6M | +28.8% | -6.7% | +35.4% | +31.1% |
| YTD | -25.1% | -6.6% | -18.5% | -24.5% |
| 1Y | -48.1% | -5.3% | -42.8% | -48.1% |
| 3Y | +51.4% | +26.8% | +24.5% | +38.0% |
| 5Y | -51.1% | +34.7% | -85.8% | -55.8% |
| All | -51.1% | +36.2% | -87.3% | -55.8% |
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