-4.6%
PEP vs DOCN
+182.8%
-187.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -15.9% | +16.1% | -0.4% |
| 7D | +6.7% | -29.3% | +35.9% | +5.5% |
| 30D | +13.5% | -46.0% | +59.6% | +11.6% |
| 3M | +3.9% | -43.2% | +47.1% | +2.4% |
| 6M | -6.0% | -53.7% | +47.7% | -7.5% |
| YTD | +2.5% | +46.9% | -44.5% | +1.5% |
| 1Y | +3.9% | +54.3% | -50.4% | +3.0% |
| All | -4.6% | +182.8% | -187.4% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling