-47.3%
DOCS vs PNR
-31.2%
-16.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.3% | +3.1% | +6.0% |
| 7D | +1.2% | +11.9% | -10.7% | +0.2% |
| 30D | +21.3% | +37.1% | -15.8% | +17.8% |
| 3M | +58.4% | +5.7% | +52.7% | +56.1% |
| 6M | +39.3% | -5.7% | +45.0% | +37.6% |
| YTD | -21.7% | -29.8% | +8.1% | -17.9% |
| 1Y | -47.3% | -31.8% | -15.5% | -42.9% |
| All | -47.3% | -31.2% | -16.2% | -42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling