+324.3%
DOCN vs PNR
-11.9%
+336.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.6% |
| 7D | +1.1% | -2.4% | +3.5% | +2.8% |
| 30D | -9.6% | -12.8% | +3.1% | -1.4% |
| 3M | -37.7% | -17.0% | -20.7% | -31.4% |
| 6M | +115.2% | -37.4% | +152.6% | +199.3% |
| YTD | +133.7% | -41.6% | +175.3% | +242.2% |
| 1Y | +250.2% | -44.6% | +294.8% | +440.2% |
| All | +324.3% | -11.9% | +336.2% | +289.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling