+62.8%
PNR vs DOV
+300.2%
-237.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -1.0% |
| 7D | -6.0% | -2.0% | -4.0% | -4.6% |
| 30D | -14.0% | -8.9% | -5.1% | -7.6% |
| 3M | -21.7% | -13.3% | -8.4% | -13.1% |
| 6M | -37.3% | -9.7% | -27.6% | -32.8% |
| YTD | -45.1% | -2.5% | -42.7% | -44.9% |
| 1Y | -49.1% | +7.2% | -56.4% | -53.0% |
| 3Y | -14.8% | +39.4% | -54.2% | -36.7% |
| 5Y | -21.0% | +15.8% | -36.8% | -32.3% |
| All | +62.8% | +300.2% | -237.3% | -39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling