+33.6%
PEG vs DOCU
+96.5%
-62.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -0.5% |
| 7D | +1.5% | -0.4% | +1.9% | +1.5% |
| 30D | +5.0% | +12.9% | -7.9% | +4.9% |
| 3M | -0.3% | +35.1% | -35.4% | -0.6% |
| 6M | -2.7% | +76.2% | -78.8% | -3.4% |
| YTD | -5.1% | +17.2% | -22.3% | -4.3% |
| 1Y | -8.3% | +16.4% | -24.7% | -7.5% |
| All | +33.6% | +96.5% | -62.9% | +29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling