+55.8%
DOCS vs PNR
+17.5%
+38.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.1% | -1.2% | -3.1% |
| 7D | -1.3% | +6.0% | -7.3% | -3.4% |
| 30D | +19.4% | +32.4% | -13.0% | +7.1% |
| 3M | +53.4% | +1.6% | +51.8% | +52.4% |
| 6M | +28.8% | -9.5% | +38.3% | +32.5% |
| YTD | -25.1% | -32.0% | +6.9% | -11.8% |
| 1Y | -48.1% | -34.4% | -13.7% | -37.6% |
| All | +55.8% | +17.5% | +38.2% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling