+11.6%
DOCU vs PNR
-34.0%
+45.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | 0.0% |
| 7D | -4.8% | -0.5% | -4.3% | -4.7% |
| 30D | +9.4% | +34.4% | -25.1% | +6.7% |
| 3M | +29.0% | +2.4% | +26.6% | +29.4% |
| 6M | +62.3% | -7.8% | +70.1% | +62.4% |
| YTD | +13.7% | -31.6% | +45.3% | +23.4% |
| All | +11.6% | -34.0% | +45.6% | +25.1% |
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