+92.1%
DOCU vs PNR
+14.7%
+77.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -0.9% |
| 7D | -5.5% | +2.8% | -8.4% | -6.5% |
| 30D | +12.6% | +31.2% | -18.5% | +1.8% |
| 3M | +36.4% | -2.1% | +38.5% | +37.6% |
| 6M | +66.8% | -14.0% | +80.8% | +75.2% |
| YTD | +13.5% | -33.6% | +47.1% | +34.4% |
| 1Y | +11.3% | -35.2% | +46.5% | +33.6% |
| 3Y | +92.1% | +15.8% | +76.2% | +62.9% |
| All | +92.1% | +14.7% | +77.3% | +62.9% |
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