-37.3%
DOCS vs PNC
+51.8%
-89.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.3% |
| 7D | -4.2% | -0.6% | -3.6% | -3.8% |
| 30D | +8.6% | +5.8% | +2.8% | +5.5% |
| 3M | +27.2% | -7.9% | +35.1% | +32.7% |
| 6M | +26.5% | +10.0% | +16.5% | +19.2% |
| YTD | -25.0% | +14.8% | -39.8% | -31.6% |
| 1Y | -37.0% | +29.7% | -66.6% | -46.5% |
| 3Y | +39.4% | +114.4% | -75.0% | -14.5% |
| 5Y | -56.7% | +36.0% | -92.7% | -65.3% |
| All | -37.3% | +51.8% | -89.2% | -51.8% |
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