+66.4%
DOCN vs PNC
+62.6%
+3.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.9% | -13.0% | -13.8% |
| 7D | -29.3% | -2.2% | -27.1% | -27.9% |
| 30D | -46.0% | +3.9% | -50.0% | -47.4% |
| 3M | -43.2% | -10.4% | -32.8% | -38.6% |
| 6M | -53.7% | +4.1% | -57.8% | -55.8% |
| YTD | +46.9% | +12.2% | +34.7% | +31.7% |
| 1Y | +54.3% | +27.2% | +27.1% | +25.3% |
| 3Y | +185.5% | +104.8% | +80.7% | +67.3% |
| 5Y | -31.1% | +31.9% | -63.0% | -47.9% |
| All | +66.4% | +62.6% | +3.8% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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