+3.8%
PNR vs DOC
-21.9%
+25.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.1% | +0.2% | +1.8% |
| 7D | +11.9% | +8.7% | +3.2% | +7.5% |
| 30D | +37.1% | +7.6% | +29.5% | +32.1% |
| 3M | +5.7% | -5.3% | +11.0% | +8.2% |
| 6M | -5.7% | +27.6% | -33.3% | -17.9% |
| YTD | -29.8% | +32.4% | -62.2% | -40.5% |
| 1Y | -31.8% | +22.9% | -54.7% | -39.8% |
| 3Y | +21.2% | +43.1% | -21.9% | -4.2% |
| All | +3.8% | -21.9% | +25.7% | +18.8% |
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