+35.8%
PNC vs DOC
-21.9%
+57.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.4% | +0.4% |
| 7D | +2.3% | +8.7% | -6.5% | -1.3% |
| 30D | +7.0% | +7.6% | -0.7% | +3.6% |
| 3M | -7.3% | -5.3% | -2.0% | -5.4% |
| 6M | +8.9% | +27.6% | -18.7% | -3.4% |
| YTD | +15.5% | +32.4% | -16.9% | -0.2% |
| 1Y | +31.8% | +22.9% | +8.9% | +17.9% |
| 3Y | +110.9% | +43.1% | +67.8% | +69.9% |
| All | +35.8% | -21.9% | +57.7% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling