-34.6%
DOCS vs PENG
+113.6%
-148.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -9.1% | +15.4% | +7.6% |
| 7D | +1.2% | -20.5% | +21.7% | +4.2% |
| 30D | +21.3% | -20.4% | +41.7% | +24.0% |
| 3M | +58.4% | -16.4% | +74.8% | +59.6% |
| 6M | +39.3% | +49.2% | -9.9% | +17.0% |
| YTD | -21.7% | +147.2% | -168.9% | -42.6% |
| 1Y | -47.3% | +124.7% | -172.0% | -60.6% |
| 3Y | +58.2% | +230.3% | -172.1% | -4.8% |
| 5Y | -52.3% | +71.4% | -123.7% | -68.7% |
| All | -34.6% | +113.6% | -148.1% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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