-4.8%
PEP vs DOC
+43.5%
-48.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.6% | +3.1% |
| 7D | +7.4% | +8.7% | -1.4% | +5.6% |
| 30D | +13.3% | +7.6% | +5.7% | +11.7% |
| 3M | +3.5% | -5.3% | +8.7% | +4.5% |
| 6M | -5.9% | +27.6% | -33.5% | -10.3% |
| YTD | +2.3% | +32.4% | -30.2% | -3.7% |
| 1Y | +3.7% | +22.9% | -19.2% | -0.6% |
| All | -4.8% | +43.5% | -48.3% | -9.6% |
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