+66.8%
DOCU vs PNR
-13.1%
+79.9%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.6% |
| 7D | -5.5% | +2.8% | -8.4% | -5.5% |
| 30D | +12.6% | +31.2% | -18.5% | +10.9% |
| 3M | +36.4% | -2.1% | +38.5% | +38.0% |
| 6M | +66.8% | -14.0% | +80.8% | +61.8% |
| All | +66.8% | -13.1% | +79.9% | +61.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling