-2.6%
PEP vs DOCS
-60.9%
+58.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -1.7% |
| 7D | -2.4% | -1.4% | -1.0% | -2.5% |
| 30D | -0.8% | +21.8% | -22.7% | -0.3% |
| 3M | -2.2% | +27.3% | -29.5% | -1.5% |
| 6M | -14.4% | -0.3% | -14.1% | -15.5% |
| YTD | -2.2% | -40.5% | +38.3% | -9.6% |
| 1Y | -2.6% | -61.5% | +58.9% | -17.1% |
| All | -2.6% | -60.9% | +58.3% | -17.1% |
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