+30.9%
DOCU vs PNR
-11.9%
+42.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | +6.9% | -2.4% | +9.3% | +7.8% |
| 30D | +19.0% | -12.8% | +31.8% | +25.4% |
| 3M | +34.3% | -17.0% | +51.3% | +42.3% |
| 6M | +48.0% | -37.4% | +85.4% | +77.7% |
| YTD | 0.0% | -41.6% | +41.6% | +24.3% |
| 1Y | -10.3% | -44.6% | +34.4% | +14.7% |
| All | +30.9% | -11.9% | +42.8% | +23.6% |
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