-9.6%
PNR vs DOC
+20.8%
-30.4%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.1% |
| 7D | -2.4% | -1.5% | -0.9% | -1.8% |
| 30D | -12.8% | -4.8% | -8.0% | -11.1% |
| 3M | -17.0% | +6.9% | -23.9% | -19.6% |
| 6M | -37.4% | +20.7% | -58.2% | -42.7% |
| YTD | -41.6% | +34.1% | -75.8% | -49.3% |
| 1Y | -44.6% | +22.6% | -67.3% | -50.0% |
| All | -9.6% | +20.8% | -30.4% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling