+22.4%
PEP vs DOCN
+102.5%
-80.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -7.2% | +10.9% | +3.7% |
| 7D | +7.4% | -20.0% | +27.4% | +7.2% |
| 30D | +13.3% | -38.8% | +52.1% | +13.1% |
| 3M | +3.5% | -34.8% | +38.3% | +3.3% |
| 6M | -5.9% | -22.8% | +16.9% | -6.4% |
| YTD | +2.3% | +74.6% | -72.4% | +0.8% |
| 1Y | +3.7% | +116.4% | -112.7% | +1.9% |
| 3Y | -4.8% | +239.3% | -244.2% | -7.9% |
| 5Y | +1.9% | -20.2% | +22.2% | -2.0% |
| All | +22.4% | +102.5% | -80.1% | +22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling