+27.2%
PNC vs DOC
+21.7%
+5.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.6% | -2.8% |
| 7D | -2.2% | +6.2% | -8.4% | -2.9% |
| 30D | +3.9% | +6.5% | -2.5% | +3.1% |
| 3M | -10.4% | -6.2% | -4.2% | -9.9% |
| 6M | +4.1% | +25.6% | -21.5% | +2.6% |
| YTD | +12.2% | +32.1% | -19.9% | +10.6% |
| 1Y | +27.2% | +20.3% | +6.9% | +25.1% |
| All | +27.2% | +21.7% | +5.5% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling