-35.2%
PNR vs DOC
+20.9%
-56.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.5% |
| 7D | +2.8% | +6.5% | -3.7% | +1.2% |
| 30D | +31.2% | +9.2% | +22.0% | +28.0% |
| 3M | -2.1% | -2.5% | +0.4% | -1.7% |
| 6M | -14.0% | +7.1% | -21.0% | -15.9% |
| YTD | -33.6% | +33.0% | -66.6% | -38.4% |
| 1Y | -35.2% | +23.3% | -58.4% | -38.6% |
| All | -35.2% | +20.9% | -56.1% | -38.6% |
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