+0.5%
PNR vs DOC
-22.1%
+22.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | +6.0% | +6.2% | -0.3% | +2.9% |
| 30D | +32.4% | +6.5% | +26.0% | +28.3% |
| 3M | +1.6% | -6.2% | +7.8% | +4.6% |
| 6M | -9.5% | +25.6% | -35.1% | -20.6% |
| YTD | -32.0% | +32.1% | -64.1% | -42.3% |
| 1Y | -34.4% | +20.3% | -54.7% | -41.4% |
| 3Y | +17.4% | +42.7% | -25.4% | -7.1% |
| 5Y | +0.5% | -22.2% | +22.7% | +15.2% |
| All | +0.5% | -22.1% | +22.6% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling