+52.6%
DOCS vs PNC
+103.6%
-50.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | -0.8% | -1.1% | +0.3% | -0.2% |
| 30D | +17.4% | +4.5% | +12.9% | +15.3% |
| 3M | +57.4% | -10.0% | +67.4% | +64.8% |
| 6M | +26.5% | +3.1% | +23.5% | +24.1% |
| YTD | -26.6% | +11.5% | -38.1% | -31.4% |
| 1Y | -48.1% | +27.3% | -75.3% | -54.9% |
| 3Y | +52.6% | +106.4% | -53.7% | -10.4% |
| All | +52.6% | +103.6% | -50.9% | -10.4% |
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