+212.5%
AA vs PNC
+3,908.5%
-3,696.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | +0.5% | +3.1% | -2.6% | -1.0% |
| 30D | -0.6% | +7.6% | -8.2% | -4.2% |
| 3M | -19.7% | -8.1% | -11.5% | -16.3% |
| 6M | -41.6% | +12.6% | -54.2% | -45.3% |
| YTD | -24.6% | +15.0% | -39.6% | -30.5% |
| 1Y | +4.9% | +30.4% | -25.5% | -9.1% |
| 3Y | +66.8% | +116.1% | -49.3% | +13.7% |
| 5Y | -19.4% | +37.5% | -56.9% | -31.4% |
| 10Y | +43.1% | +205.1% | -162.0% | -11.9% |
| All | +212.5% | +3,908.5% | -3,696.0% | -21.9% |
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