-0.3%
DOCS vs PNR
-37.9%
+37.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.8% |
| 7D | -1.4% | -2.4% | +0.9% | -1.3% |
| 30D | +21.8% | -12.8% | +34.6% | +22.0% |
| 3M | +27.3% | -17.0% | +44.3% | +26.7% |
| 6M | -0.3% | -37.4% | +37.1% | +4.7% |
| All | -0.3% | -37.9% | +37.6% | +4.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling