-11.9%
PEP vs DOC
+20.8%
-32.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | -0.3% |
| 7D | -1.4% | -1.5% | +0.1% | -1.1% |
| 30D | +0.2% | -4.8% | +5.0% | +1.2% |
| 3M | -1.1% | +6.9% | -8.0% | -2.3% |
| 6M | -13.5% | +20.7% | -34.2% | -16.6% |
| YTD | -1.2% | +34.1% | -35.3% | -7.1% |
| 1Y | -1.6% | +22.6% | -24.2% | -5.7% |
| All | -11.9% | +20.8% | -32.7% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling