+1.1%
PEP vs DOCS
-54.0%
+55.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +0.2% |
| 7D | +6.7% | -1.3% | +8.0% | +6.7% |
| 30D | +13.5% | +19.4% | -5.9% | +13.5% |
| 3M | +3.9% | +53.4% | -49.5% | +3.9% |
| 6M | -6.0% | +28.8% | -34.7% | -6.1% |
| YTD | +2.5% | -25.1% | +27.5% | +2.2% |
| 1Y | +3.9% | -48.1% | +52.1% | +3.7% |
| 3Y | -4.7% | +51.4% | -56.0% | -6.6% |
| 5Y | +1.1% | -51.1% | +52.2% | -2.5% |
| All | +1.1% | -54.0% | +55.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling