+87.7%
PEG vs DOCU
+104.2%
-16.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.6% |
| 7D | -2.3% | -5.5% | +3.3% | -2.2% |
| 30D | +1.2% | +12.6% | -11.4% | +1.0% |
| 3M | -2.4% | +36.4% | -38.8% | -3.0% |
| 6M | -6.9% | +66.8% | -73.7% | -7.9% |
| YTD | -7.2% | +13.5% | -20.7% | -7.5% |
| 1Y | -8.9% | +11.3% | -20.2% | -9.1% |
| 3Y | +27.1% | +92.1% | -64.9% | +24.7% |
| 5Y | +33.8% | -71.0% | +104.8% | +31.3% |
| All | +87.7% | +104.2% | -16.6% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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