+3.7%
PEP vs DOCS
-47.4%
+51.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.3% | -2.6% | +3.7% |
| 7D | +7.4% | +1.2% | +6.2% | +7.3% |
| 30D | +13.3% | +21.3% | -8.0% | +13.3% |
| 3M | +3.5% | +58.4% | -54.9% | +3.6% |
| 6M | -5.9% | +39.3% | -45.2% | -6.5% |
| YTD | +2.3% | -21.7% | +24.0% | -3.2% |
| 1Y | +3.7% | -47.3% | +51.0% | -2.5% |
| All | +3.7% | -47.4% | +51.1% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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