+21.9%
PEP vs DOCN
+88.7%
-66.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.0% | -7.6% | +0.5% |
| 7D | +1.0% | -12.8% | +13.8% | +0.9% |
| 30D | +12.6% | -41.9% | +54.6% | +12.3% |
| 3M | +3.1% | -36.9% | +40.1% | +2.9% |
| 6M | -6.3% | -52.2% | +46.0% | -6.4% |
| YTD | +1.9% | +62.7% | -60.9% | +0.4% |
| 1Y | +3.3% | +58.2% | -55.0% | +1.8% |
| 3Y | -4.8% | +219.5% | -224.3% | -7.9% |
| 5Y | +2.0% | -32.9% | +34.9% | -2.3% |
| All | +21.9% | +88.7% | -66.8% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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