+1.1%
PEP vs DOCN
-34.6%
+35.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -15.9% | +16.1% | +0.1% |
| 7D | +6.7% | -29.3% | +35.9% | +6.4% |
| 30D | +13.5% | -46.0% | +59.6% | +13.2% |
| 3M | +3.9% | -43.2% | +47.1% | +3.6% |
| 6M | -6.0% | -53.7% | +47.7% | -6.2% |
| YTD | +2.5% | +46.9% | -44.5% | +0.5% |
| 1Y | +3.9% | +54.3% | -50.4% | +1.9% |
| 3Y | -4.7% | +185.5% | -190.2% | -8.7% |
| 5Y | +1.1% | -31.1% | +32.2% | -3.9% |
| All | +1.1% | -34.6% | +35.7% | -3.9% |
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