-52.9%
DOCS vs PNC
+36.8%
-89.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.1% |
| 7D | +2.6% | +3.1% | -0.5% | +0.9% |
| 30D | +11.4% | +7.6% | +3.8% | +7.2% |
| 3M | +25.4% | -8.1% | +33.5% | +30.9% |
| 6M | +42.5% | +12.6% | +29.9% | +32.5% |
| YTD | -24.7% | +15.0% | -39.7% | -31.3% |
| 1Y | -32.9% | +30.4% | -63.4% | -43.2% |
| 3Y | +39.6% | +116.1% | -76.5% | -14.5% |
| All | -52.9% | +36.8% | -89.7% | -62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling