+8.9%
DOCS vs PENG
+101.4%
-92.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.4% | -9.2% | -3.1% |
| 7D | -1.4% | +4.5% | -6.0% | -1.7% |
| 30D | +21.8% | -7.1% | +28.9% | +22.2% |
| 3M | +27.3% | -27.3% | +54.6% | +28.4% |
| 6M | -0.3% | +169.6% | -169.9% | -13.2% |
| YTD | -40.5% | +164.6% | -205.1% | -48.3% |
| 1Y | -61.5% | +109.5% | -171.0% | -65.8% |
| All | +8.9% | +101.4% | -92.5% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling