-50.3%
DOCS vs PNR
-3.2%
-47.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -3.0% |
| 7D | -1.4% | -2.4% | +0.9% | 0.0% |
| 30D | +21.8% | -12.8% | +34.6% | +32.4% |
| 3M | +27.3% | -17.0% | +44.3% | +39.9% |
| 6M | -0.3% | -37.4% | +37.1% | +31.6% |
| YTD | -40.5% | -41.6% | +1.1% | -18.4% |
| 1Y | -61.5% | -44.6% | -16.9% | -45.1% |
| 3Y | +8.2% | -12.1% | +20.3% | +0.9% |
| 5Y | -73.4% | -17.4% | -56.0% | -78.0% |
| All | -50.3% | -3.2% | -47.1% | -52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling