-4.6%
PEP vs DOCU
+91.1%
-95.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.2% |
| 7D | +6.7% | -3.2% | +9.9% | +6.6% |
| 30D | +13.5% | +15.7% | -2.2% | +13.8% |
| 3M | +3.9% | +37.3% | -33.3% | +4.5% |
| 6M | -6.0% | +63.1% | -69.1% | -5.1% |
| YTD | +2.5% | +15.4% | -12.9% | +3.0% |
| 1Y | +3.9% | +11.3% | -7.4% | +4.5% |
| All | -4.6% | +91.1% | -95.7% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling