-1.6%
PEP vs DOCN
+254.3%
-255.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -0.5% |
| 7D | -1.4% | +1.1% | -2.5% | -1.3% |
| 30D | +0.2% | -9.6% | +9.9% | -0.2% |
| 3M | -1.1% | -37.7% | +36.6% | -2.4% |
| 6M | -13.5% | +115.2% | -128.7% | -11.4% |
| YTD | -1.2% | +133.7% | -134.9% | +1.6% |
| 1Y | -1.6% | +250.2% | -251.7% | +0.7% |
| All | -1.6% | +254.3% | -255.9% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling