+87.1%
DOCN vs PNR
+25.9%
+61.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.2% |
| 7D | -12.1% | -0.1% | -12.0% | -11.9% |
| 30D | -41.0% | +33.4% | -74.4% | -54.0% |
| 3M | -38.7% | +4.9% | -43.6% | -42.2% |
| 6M | -51.5% | -8.5% | -43.0% | -50.2% |
| YTD | +65.3% | -32.1% | +97.4% | +121.1% |
| 1Y | +53.9% | -35.0% | +88.9% | +114.8% |
| 3Y | +215.6% | +17.6% | +198.0% | +136.8% |
| 5Y | -26.2% | +0.9% | -27.0% | -36.8% |
| All | +87.1% | +25.9% | +61.2% | +60.1% |
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