+105.1%
DOCN vs PNR
+25.3%
+79.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.4% | +10.0% | +9.9% |
| 7D | +3.7% | -3.7% | +7.5% | +7.4% |
| 30D | -33.7% | +33.1% | -66.8% | -48.2% |
| 3M | -27.9% | +3.7% | -31.6% | -31.3% |
| 6M | -46.4% | -7.7% | -38.7% | -45.5% |
| YTD | +81.1% | -32.4% | +113.5% | +143.1% |
| 1Y | +74.3% | -35.0% | +109.3% | +143.0% |
| 3Y | +245.8% | +17.1% | +228.7% | +160.3% |
| 5Y | -23.7% | +0.1% | -23.9% | -34.5% |
| All | +105.1% | +25.3% | +79.7% | +76.1% |
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