+7.4%
ABT vs PNC
+129.9%
-122.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.7% | -1.9% |
| 7D | -5.0% | -0.9% | -4.1% | -4.9% |
| 30D | -5.8% | -4.4% | -1.4% | -5.2% |
| 3M | +16.7% | +5.3% | +11.5% | +15.7% |
| 6M | -5.2% | +19.6% | -24.8% | -7.8% |
| YTD | -16.0% | +19.1% | -35.1% | -18.3% |
| 1Y | -18.3% | +24.3% | -42.6% | -21.0% |
| All | +7.4% | +129.9% | -122.5% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling