+305.8%
AA vs PNC
+4,053.5%
-3,747.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +4.1% |
| 7D | +1.7% | +2.3% | -0.6% | +0.5% |
| 30D | +3.3% | -3.8% | +7.2% | +5.2% |
| 3M | -29.4% | +7.8% | -37.2% | -32.3% |
| 6M | -12.8% | +19.7% | -32.5% | -21.0% |
| YTD | -2.1% | +19.1% | -21.2% | -11.3% |
| 1Y | +62.8% | +23.1% | +39.6% | +45.0% |
| 3Y | +90.5% | +132.1% | -41.7% | +25.2% |
| 5Y | +19.1% | +52.2% | -33.2% | -3.6% |
| 10Y | +124.8% | +271.4% | -146.6% | +27.4% |
| All | +305.8% | +4,053.5% | -3,747.8% | -0.3% |
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