+66.4%
DOCN vs PNR
+26.1%
+40.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.1% | -12.7% | -13.3% |
| 7D | -29.3% | +6.0% | -35.2% | -32.7% |
| 30D | -46.0% | +32.4% | -78.5% | -57.7% |
| 3M | -43.2% | +1.6% | -44.8% | -45.1% |
| 6M | -53.7% | -9.5% | -44.2% | -52.0% |
| YTD | +46.9% | -32.0% | +78.9% | +96.2% |
| 1Y | +54.3% | -34.4% | +88.7% | +113.6% |
| 3Y | +185.5% | +17.4% | +168.2% | +115.0% |
| 5Y | -31.1% | +0.5% | -31.6% | -41.1% |
| All | +66.4% | +26.1% | +40.2% | +42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling