+38.1%
PEG vs DOCU
-71.0%
+109.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.6% |
| 7D | -2.3% | -5.5% | +3.3% | -2.1% |
| 30D | +1.2% | +12.6% | -11.4% | +0.9% |
| 3M | -2.4% | +36.4% | -38.8% | -3.3% |
| 6M | -6.9% | +66.8% | -73.7% | -8.5% |
| 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% | +23.0% |
| All | +38.1% | -71.0% | +109.2% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling