+73.8%
PEP vs DOC
-2.1%
+75.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | -0.1% |
| 7D | -1.4% | -1.5% | +0.1% | -1.0% |
| 30D | +0.2% | -4.8% | +5.0% | +1.6% |
| 3M | -1.1% | +6.9% | -8.0% | -3.1% |
| 6M | -13.5% | +20.7% | -34.2% | -18.7% |
| YTD | -1.2% | +34.1% | -35.3% | -10.3% |
| 1Y | -1.6% | +22.6% | -24.2% | -8.3% |
| 3Y | -12.5% | +20.8% | -33.3% | -19.4% |
| 5Y | +3.0% | -24.9% | +27.9% | +9.5% |
| All | +73.8% | -2.1% | +75.9% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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