-11.9%
PEP vs DOCS
+9.5%
-21.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.7% |
| 7D | -1.4% | -1.4% | 0.0% | -1.4% |
| 30D | +0.2% | +21.8% | -21.6% | +0.5% |
| 3M | -1.1% | +27.3% | -28.4% | -0.7% |
| 6M | -13.5% | -0.3% | -13.1% | -13.5% |
| YTD | -1.2% | -40.5% | +39.3% | -2.3% |
| 1Y | -1.6% | -61.5% | +60.0% | -3.3% |
| All | -11.9% | +9.5% | -21.4% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling