-71.7%
DOCU vs PENG
+72.0%
-143.7%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.1% | +9.3% | +2.0% |
| 7D | -3.7% | -20.5% | +16.8% | +0.3% |
| 30D | +15.0% | -20.4% | +35.3% | +18.0% |
| 3M | +39.9% | -16.4% | +56.3% | +40.4% |
| 6M | +66.2% | +49.2% | +16.9% | +28.8% |
| YTD | +17.7% | +147.2% | -129.5% | -24.3% |
| 1Y | +13.7% | +124.7% | -111.0% | -24.9% |
| 3Y | +95.9% | +230.3% | -134.3% | -5.0% |
| 5Y | -71.7% | +71.4% | -143.1% | -83.6% |
| All | -71.7% | +72.0% | -143.7% | -83.6% |
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