+30.9%
DOCU vs PENG
+101.4%
-70.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.4% | -2.7% | +3.1% |
| 7D | +6.9% | +4.5% | +2.3% | +6.5% |
| 30D | +19.0% | -7.1% | +26.1% | +19.6% |
| 3M | +34.3% | -27.3% | +61.6% | +36.3% |
| 6M | +48.0% | +169.6% | -121.6% | +21.7% |
| YTD | 0.0% | +164.6% | -164.6% | -18.1% |
| 1Y | -10.3% | +109.5% | -119.7% | -24.2% |
| All | +30.9% | +101.4% | -70.5% | +2.4% |
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