-71.7%
DOCU vs PNR
-2.8%
-68.9%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -0.1% |
| 7D | -5.5% | +2.8% | -8.4% | -7.6% |
| 30D | +12.6% | +31.2% | -18.5% | -7.9% |
| 3M | +36.4% | -2.1% | +38.5% | +36.9% |
| 6M | +66.8% | -14.0% | +80.8% | +79.5% |
| YTD | +13.5% | -33.6% | +47.1% | +47.0% |
| 1Y | +11.3% | -35.2% | +46.5% | +47.0% |
| 3Y | +92.1% | +15.8% | +76.2% | +32.6% |
| All | -71.7% | -2.8% | -68.9% | -80.2% |
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