-50.3%
DOCS vs PNC
+59.3%
-109.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -2.9% | -2.9% |
| 7D | -1.4% | +1.4% | -2.8% | -2.2% |
| 30D | +21.8% | -3.8% | +25.6% | +24.2% |
| 3M | +27.3% | +9.0% | +18.3% | +21.1% |
| 6M | -0.3% | +16.6% | -17.0% | -9.3% |
| YTD | -40.5% | +20.4% | -60.9% | -47.1% |
| 1Y | -61.5% | +22.3% | -83.9% | -66.2% |
| 3Y | +8.2% | +124.5% | -116.4% | -35.5% |
| 5Y | -73.4% | +54.1% | -127.5% | -80.3% |
| All | -50.3% | +59.3% | -109.6% | -62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling