-8.9%
PEG vs DOC
+20.9%
-29.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -2.3% | +6.5% | -8.7% | -3.0% |
| 30D | +1.2% | +9.2% | -7.9% | +0.1% |
| 3M | -2.4% | -2.5% | +0.1% | -2.3% |
| 6M | -6.9% | +7.1% | -13.9% | -7.7% |
| YTD | -7.2% | +33.0% | -40.2% | -10.2% |
| 1Y | -8.9% | +23.3% | -32.1% | -10.0% |
| All | -8.9% | +20.9% | -29.8% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling