+3,553.7%
PNR vs DOV
+6,035.5%
-2,481.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -3.2% |
| 7D | -3.0% | +2.5% | -5.6% | -4.4% |
| 30D | -14.9% | -7.5% | -7.4% | -11.1% |
| 3M | -19.0% | -9.7% | -9.4% | -14.5% |
| 6M | -35.9% | -6.1% | -29.8% | -33.9% |
| YTD | -43.1% | +0.5% | -43.6% | -43.7% |
| 1Y | -46.4% | +10.5% | -56.9% | -49.9% |
| 3Y | -10.8% | +41.7% | -52.5% | -27.2% |
| 5Y | -18.9% | +18.4% | -37.3% | -26.4% |
| 10Y | +64.4% | +289.8% | -225.3% | -19.6% |
| All | +3,553.7% | +6,035.5% | -2,481.8% | +768.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling