+88.8%
PEG vs DOCU
+80.0%
+8.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -0.2% |
| 7D | +0.7% | +6.9% | -6.2% | +0.6% |
| 30D | -2.4% | +19.0% | -21.4% | -2.8% |
| 3M | -4.8% | +34.3% | -39.1% | -5.4% |
| 6M | -10.7% | +48.0% | -58.7% | -11.6% |
| YTD | -6.7% | 0.0% | -6.7% | -6.7% |
| 1Y | -6.8% | -10.3% | +3.4% | -6.7% |
| 3Y | +34.5% | +32.4% | +2.1% | +33.0% |
| 5Y | +35.8% | -77.9% | +113.7% | +33.7% |
| All | +88.8% | +80.0% | +8.7% | +80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling