+116.4%
DOCN vs PNR
-31.2%
+147.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +3.3% | -10.5% | -7.6% |
| 7D | -20.0% | +11.9% | -31.9% | -21.6% |
| 30D | -38.8% | +37.1% | -75.9% | -42.2% |
| 3M | -34.8% | +5.7% | -40.5% | -35.0% |
| 6M | -22.8% | -5.7% | -17.1% | -19.5% |
| YTD | +74.6% | -29.8% | +104.4% | +109.7% |
| 1Y | +116.4% | -31.8% | +148.2% | +169.3% |
| All | +116.4% | -31.2% | +147.6% | +169.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling