+6,467.5%
ABT vs PNC
+4,053.5%
+2,414.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.4% |
| 7D | -3.1% | +2.3% | -5.4% | -3.6% |
| 30D | -2.1% | -3.8% | +1.7% | -1.3% |
| 3M | +17.4% | +7.8% | +9.6% | +15.4% |
| 6M | -2.4% | +19.7% | -22.1% | -6.2% |
| YTD | -14.2% | +19.1% | -33.3% | -17.6% |
| 1Y | -18.3% | +23.1% | -41.5% | -22.3% |
| 3Y | +11.5% | +132.1% | -120.6% | -9.0% |
| 5Y | -9.9% | +52.2% | -62.1% | -20.1% |
| 10Y | +204.4% | +271.4% | -67.0% | +115.7% |
| All | +6,467.5% | +4,053.5% | +2,414.0% | +1,997.7% |
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