-38.3%
DOCS vs PENG
+103.2%
-141.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +1.0% | -1.5% |
| 7D | -0.6% | -16.1% | +15.5% | -1.3% |
| 30D | +6.3% | -41.5% | +47.8% | +3.4% |
| 3M | +26.5% | -19.1% | +45.6% | +26.2% |
| 6M | +24.8% | +0.9% | +23.9% | +27.3% |
| YTD | -26.8% | +128.2% | -155.0% | -22.2% |
| 1Y | -38.3% | +98.6% | -136.9% | -33.3% |
| All | -38.3% | +103.2% | -141.5% | -33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling