+76.8%
PEP vs DOCU
+80.0%
-3.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.4% | -1.8% |
| 7D | -2.4% | +6.9% | -9.3% | -2.6% |
| 30D | -0.8% | +19.0% | -19.8% | -1.3% |
| 3M | -2.2% | +34.3% | -36.5% | -3.0% |
| 6M | -14.4% | +48.0% | -62.4% | -15.5% |
| YTD | -2.2% | 0.0% | -2.2% | -2.4% |
| 1Y | -2.6% | -10.3% | +7.7% | -2.5% |
| 3Y | -12.5% | +32.4% | -44.9% | -14.6% |
| 5Y | +3.0% | -77.9% | +81.0% | +5.6% |
| All | +76.8% | +80.0% | -3.2% | +62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling