+98.6%
DOCU vs PENG
+79.1%
+19.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -23.0% | +21.1% | +2.4% |
| 7D | -3.2% | -36.7% | +33.5% | +4.4% |
| 30D | +15.7% | -42.0% | +57.7% | +25.5% |
| 3M | +37.3% | -33.2% | +70.5% | +43.0% |
| 6M | +63.1% | +2.1% | +61.0% | +43.8% |
| YTD | +15.4% | +90.3% | -74.9% | -14.8% |
| 1Y | +11.3% | +67.7% | -56.3% | -15.4% |
| 3Y | +92.1% | +154.2% | -62.2% | +20.7% |
| 5Y | -70.5% | +28.3% | -98.8% | -79.4% |
| All | +98.6% | +79.1% | +19.5% | +24.1% |
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 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