+13.7%
DOCU vs PNR
-31.2%
+44.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | 0.0% |
| 7D | -3.7% | +11.9% | -15.6% | -4.4% |
| 30D | +15.0% | +37.1% | -22.2% | +12.0% |
| 3M | +39.9% | +5.7% | +34.2% | +40.0% |
| 6M | +66.2% | -5.7% | +71.8% | +65.9% |
| YTD | +17.7% | -29.8% | +47.5% | +27.6% |
| 1Y | +13.7% | -31.8% | +45.5% | +27.0% |
| All | +13.7% | -31.2% | +44.8% | +27.0% |
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