+83.3%
PEP vs DOCU
+107.7%
-24.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.3% |
| 7D | +6.7% | -3.2% | +9.9% | +6.8% |
| 30D | +13.5% | +15.7% | -2.2% | +13.0% |
| 3M | +3.9% | +37.3% | -33.3% | +2.9% |
| 6M | -6.0% | +63.1% | -69.1% | -7.4% |
| YTD | +2.5% | +15.4% | -12.9% | +1.9% |
| 1Y | +3.9% | +11.3% | -7.4% | +3.4% |
| 3Y | -4.7% | +92.1% | -96.7% | -8.2% |
| 5Y | +1.1% | -70.5% | +71.6% | +2.4% |
| All | +83.3% | +107.7% | -24.3% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 10y: compounded portfolio wealth divided by compounded DOCU 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…
10y analysis · Full analysis span regression · 6 months rolling