-50.3%
DOCS vs PEG
+47.0%
-97.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.6% | -2.7% |
| 7D | -1.4% | +0.7% | -2.1% | -1.6% |
| 30D | +21.8% | -2.4% | +24.3% | +22.8% |
| 3M | +27.3% | -4.8% | +32.1% | +29.0% |
| 6M | -0.3% | -10.7% | +10.4% | +2.6% |
| YTD | -40.5% | -6.7% | -33.8% | -40.0% |
| 1Y | -61.5% | -6.8% | -54.7% | -61.2% |
| 3Y | +8.2% | +34.5% | -26.3% | -2.0% |
| 5Y | -73.4% | +35.8% | -109.2% | -76.3% |
| All | -50.3% | +47.0% | -97.3% | -56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling