-69.7%
DOCU vs PNR
-2.0%
-67.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +1.1% |
| 7D | +1.6% | -2.3% | +3.9% | +3.1% |
| 30D | +10.8% | +29.3% | -18.4% | -8.5% |
| 3M | +38.0% | +4.1% | +33.8% | +32.6% |
| 6M | +77.4% | -8.6% | +86.0% | +81.9% |
| YTD | +17.2% | -33.6% | +50.8% | +51.6% |
| 1Y | +15.6% | -36.4% | +51.9% | +55.0% |
| 3Y | +95.6% | +15.1% | +80.5% | +36.1% |
| 5Y | -69.7% | -3.8% | -65.9% | -79.3% |
| All | -69.7% | -2.0% | -67.7% | -79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling