-44.6%
PNR vs DOV
+11.5%
-56.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.2% |
| 7D | -2.4% | -2.7% | +0.3% | -1.1% |
| 30D | -12.8% | -8.1% | -4.7% | -9.0% |
| 3M | -17.0% | -9.4% | -7.6% | -13.0% |
| 6M | -37.4% | -12.6% | -24.8% | -33.6% |
| YTD | -41.6% | -0.5% | -41.1% | -40.9% |
| 1Y | -44.6% | +9.2% | -53.9% | -43.4% |
| All | -44.6% | +11.5% | -56.1% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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