+8.9%
DOCS vs PNC
+125.4%
-116.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -2.9% | -2.8% |
| 7D | -1.4% | +1.4% | -2.8% | -2.0% |
| 30D | +21.8% | -3.8% | +25.6% | +23.7% |
| 3M | +27.3% | +9.0% | +18.3% | +22.2% |
| 6M | -0.3% | +16.6% | -17.0% | -7.8% |
| YTD | -40.5% | +20.4% | -60.9% | -46.1% |
| 1Y | -61.5% | +22.3% | -83.9% | -65.5% |
| All | +8.9% | +125.4% | -116.5% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling