-38.8%
DOCS vs PNC
+51.4%
-90.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.6% | +0.8% | -1.4% | -0.9% |
| 30D | +6.3% | +6.5% | -0.2% | +2.9% |
| 3M | +26.5% | -7.3% | +33.8% | +31.5% |
| 6M | +24.8% | +8.5% | +16.3% | +18.5% |
| YTD | -26.8% | +14.5% | -41.2% | -33.1% |
| 1Y | -38.3% | +29.1% | -67.4% | -47.5% |
| 3Y | +36.0% | +113.7% | -77.7% | -16.4% |
| 5Y | -55.0% | +35.7% | -90.7% | -63.9% |
| All | -38.8% | +51.4% | -90.2% | -52.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling