+217.8%
PNC vs DOC
+21.1%
+196.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +1.8% |
| 7D | -0.2% | +5.9% | -6.0% | -2.7% |
| 30D | +6.5% | +10.3% | -3.8% | +1.8% |
| 3M | -7.6% | -2.2% | -5.4% | -6.9% |
| 6M | +8.5% | +8.2% | +0.3% | +4.1% |
| YTD | +14.5% | +35.4% | -20.9% | -2.6% |
| 1Y | +29.7% | +23.6% | +6.1% | +15.0% |
| 3Y | +115.7% | +57.3% | +58.4% | +67.2% |
| 5Y | +34.6% | -19.6% | +54.2% | +42.2% |
| 10Y | +217.8% | +20.8% | +197.0% | +189.6% |
| All | +217.8% | +21.1% | +196.7% | +189.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling