+88.9%
PEG vs DOCU
+107.7%
-18.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.1% |
| 7D | -0.7% | -3.2% | +2.5% | -0.7% |
| 30D | +1.9% | +15.7% | -13.8% | +1.6% |
| 3M | -2.3% | +37.3% | -39.6% | -3.0% |
| 6M | -6.7% | +63.1% | -69.8% | -7.7% |
| YTD | -6.6% | +15.4% | -22.0% | -6.9% |
| 1Y | -5.3% | +11.3% | -16.6% | -5.5% |
| 3Y | +26.8% | +92.1% | -65.2% | +24.5% |
| 5Y | +34.7% | -70.5% | +105.2% | +32.2% |
| All | +88.9% | +107.7% | -18.8% | +79.9% |
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