-52.3%
DOCS vs PENG
+72.0%
-124.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -9.1% | +15.4% | +7.7% |
| 7D | +1.2% | -20.5% | +21.7% | +4.4% |
| 30D | +21.3% | -20.4% | +41.7% | +24.1% |
| 3M | +58.4% | -16.4% | +74.8% | +59.6% |
| 6M | +39.3% | +49.2% | -9.9% | +15.5% |
| YTD | -21.7% | +147.2% | -168.9% | -43.9% |
| 1Y | -47.3% | +124.7% | -172.0% | -61.5% |
| 3Y | +58.2% | +230.3% | -172.1% | -9.8% |
| 5Y | -52.3% | +71.4% | -123.7% | -71.3% |
| All | -52.3% | +72.0% | -124.3% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling