+144.3%
PEG vs DOC
+15.7%
+128.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | -2.3% | +6.5% | -8.7% | -4.6% |
| 30D | +1.2% | +9.2% | -7.9% | -2.3% |
| 3M | -2.4% | -2.5% | +0.1% | -1.7% |
| 6M | -6.9% | +7.1% | -13.9% | -9.8% |
| YTD | -7.2% | +33.0% | -40.2% | -18.6% |
| 1Y | -8.9% | +23.3% | -32.1% | -17.6% |
| 3Y | +27.1% | +44.9% | -17.8% | +4.5% |
| 5Y | +33.8% | -21.6% | +55.4% | +42.1% |
| All | +144.3% | +15.7% | +128.6% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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