+55.8%
DOCS vs PENG
+153.0%
-97.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -23.0% | +18.7% | -3.2% |
| 7D | -1.3% | -36.7% | +35.4% | +0.5% |
| 30D | +19.4% | -42.0% | +61.4% | +22.0% |
| 3M | +53.4% | -33.2% | +86.6% | +55.3% |
| 6M | +28.8% | +2.1% | +26.6% | +20.7% |
| YTD | -25.1% | +90.3% | -115.4% | -36.0% |
| 1Y | -48.1% | +67.7% | -115.8% | -54.9% |
| All | +55.8% | +153.0% | -97.3% | -8.1% |
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