-32.9%
DOCS vs PNR
-35.8%
+2.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +2.6% | +0.3% | +2.3% | +2.5% |
| 30D | +11.4% | +31.7% | -20.3% | +8.4% |
| 3M | +25.4% | +2.6% | +22.7% | +24.5% |
| 6M | +42.5% | -6.4% | +48.9% | +41.0% |
| YTD | -24.7% | -33.4% | +8.7% | -19.2% |
| 1Y | -32.9% | -35.1% | +2.1% | -25.9% |
| All | -32.9% | -35.8% | +2.8% | -25.9% |
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