-38.0%
DOCS vs PNR
+13.4%
-51.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -1.9% | -0.7% |
| 7D | 0.0% | -0.5% | +0.5% | +0.4% |
| 30D | +7.8% | +34.4% | -26.7% | -10.8% |
| 3M | +20.0% | +2.4% | +17.6% | +17.7% |
| 6M | +26.5% | -7.8% | +34.3% | +29.5% |
| YTD | -25.8% | -31.6% | +5.8% | -8.2% |
| 1Y | -39.5% | -33.6% | -5.8% | -23.3% |
| 3Y | +60.3% | +19.9% | +40.4% | +17.8% |
| 5Y | -57.0% | +0.8% | -57.8% | -68.3% |
| All | -38.0% | +13.4% | -51.4% | -46.8% |
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