-38.7%
DOCS vs PNR
+10.1%
-48.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.3% | -0.6% |
| 7D | -0.8% | +2.8% | -3.6% | -2.5% |
| 30D | +17.4% | +31.2% | -13.8% | -1.3% |
| 3M | +57.4% | -2.1% | +59.4% | +58.4% |
| 6M | +26.5% | -14.0% | +40.5% | +35.5% |
| YTD | -26.6% | -33.6% | +7.0% | -7.6% |
| 1Y | -48.1% | -35.2% | -12.9% | -33.4% |
| 3Y | +52.6% | +15.8% | +36.8% | +14.8% |
| 5Y | -52.1% | -1.8% | -50.2% | -64.0% |
| All | -38.7% | +10.1% | -48.7% | -46.4% |
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