+34.7%
PEG vs DOC
-22.1%
+56.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -0.7% | +6.2% | -7.0% | -2.6% |
| 30D | +1.9% | +6.5% | -4.6% | -0.2% |
| 3M | -2.3% | -6.2% | +3.9% | -0.5% |
| 6M | -6.7% | +25.6% | -32.3% | -14.2% |
| YTD | -6.6% | +32.1% | -38.7% | -16.0% |
| 1Y | -5.3% | +20.3% | -25.6% | -12.0% |
| 3Y | +26.8% | +42.7% | -15.9% | +7.1% |
| 5Y | +34.7% | -22.2% | +56.8% | +46.3% |
| All | +34.7% | -22.1% | +56.8% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling