+70.5%
DOCN vs PNR
+23.2%
+47.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +4.9% | +4.4% |
| 7D | -19.2% | +2.8% | -22.0% | -21.1% |
| 30D | -43.1% | +31.2% | -74.2% | -55.0% |
| 3M | -40.7% | -2.1% | -38.6% | -40.9% |
| 6M | -55.0% | -14.0% | -41.0% | -51.3% |
| YTD | +50.6% | -33.6% | +84.2% | +104.9% |
| 1Y | +54.0% | -35.2% | +89.1% | +114.4% |
| 3Y | +203.9% | +15.8% | +188.1% | +130.4% |
| 5Y | -29.4% | -1.8% | -27.5% | -38.5% |
| All | +70.5% | +23.2% | +47.4% | +48.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling