+55.8%
DOCS vs PNC
+104.8%
-49.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -3.0% |
| 7D | -1.3% | -2.2% | +0.9% | -0.3% |
| 30D | +19.4% | +3.9% | +15.5% | +17.5% |
| 3M | +53.4% | -10.4% | +63.8% | +61.0% |
| 6M | +28.8% | +4.1% | +24.7% | +25.7% |
| YTD | -25.1% | +12.2% | -37.3% | -30.2% |
| 1Y | -48.1% | +27.2% | -75.3% | -55.0% |
| All | +55.8% | +104.8% | -49.0% | -8.8% |
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 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