+83.0%
PEP vs DOCU
+111.8%
-28.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.7% |
| 7D | +7.4% | -3.7% | +11.1% | +7.5% |
| 30D | +13.3% | +15.0% | -1.6% | +12.9% |
| 3M | +3.5% | +39.9% | -36.4% | +2.4% |
| 6M | -5.9% | +66.2% | -72.1% | -7.4% |
| YTD | +2.3% | +17.7% | -15.4% | +1.6% |
| 1Y | +3.7% | +13.7% | -10.0% | +3.1% |
| 3Y | -4.8% | +95.9% | -100.8% | -8.4% |
| 5Y | +1.9% | -71.7% | +73.6% | +3.5% |
| All | +83.0% | +111.8% | -28.9% | +66.8% |
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