-35.1%
PNR vs DOC
+21.6%
-56.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +0.3% | -0.9% | +1.1% | +0.5% |
| 30D | +31.7% | +7.7% | +24.0% | +29.0% |
| 3M | +2.6% | -2.0% | +4.6% | +2.9% |
| 6M | -6.4% | +5.9% | -12.2% | -8.3% |
| YTD | -33.4% | +31.8% | -65.3% | -38.1% |
| 1Y | -35.1% | +22.5% | -57.6% | -37.9% |
| All | -35.1% | +21.6% | -56.7% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling