+4.0%
PEP vs DOCN
-21.6%
+25.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.6% | -9.4% | +0.3% |
| 7D | +1.1% | +3.7% | -2.7% | +1.1% |
| 30D | +13.6% | -33.7% | +47.3% | +13.5% |
| 3M | +5.1% | -27.9% | +33.0% | +5.0% |
| 6M | -1.6% | -46.4% | +44.8% | -1.6% |
| YTD | +3.3% | +81.1% | -77.8% | +1.4% |
| 1Y | +3.2% | +74.3% | -71.1% | +1.4% |
| 3Y | -3.9% | +245.8% | -249.7% | -8.1% |
| 5Y | +4.0% | -23.7% | +27.8% | -0.2% |
| All | +4.0% | -21.6% | +25.6% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling