+89.2%
PEG vs DOCU
+111.8%
-22.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +1.0% | -3.7% | +4.7% | +1.1% |
| 30D | +6.6% | +15.0% | -8.3% | +6.3% |
| 3M | -3.1% | +39.9% | -43.0% | -3.8% |
| 6M | -7.4% | +66.2% | -73.5% | -8.4% |
| YTD | -6.4% | +17.7% | -24.1% | -6.8% |
| 1Y | -7.4% | +13.7% | -21.1% | -7.7% |
| 3Y | +27.0% | +95.9% | -68.9% | +24.6% |
| 5Y | +36.0% | -71.7% | +107.7% | +33.4% |
| All | +89.2% | +111.8% | -22.6% | +80.1% |
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