-37.4%
DOCS vs PNR
+10.1%
-47.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +1.0% |
| 7D | +0.1% | -2.3% | +2.4% | +1.5% |
| 30D | +8.7% | +29.3% | -20.6% | -7.9% |
| 3M | +32.9% | +4.1% | +28.7% | +28.8% |
| 6M | +25.5% | -8.6% | +34.1% | +28.9% |
| YTD | -25.0% | -33.6% | +8.6% | -5.6% |
| 1Y | -34.9% | -36.4% | +1.5% | -15.1% |
| 3Y | +39.3% | +15.1% | +24.2% | +5.2% |
| 5Y | -54.8% | -3.8% | -51.0% | -65.9% |
| All | -37.4% | +10.1% | -47.4% | -45.3% |
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