+3,716.0%
ALL vs PNC
+2,195.8%
+1,520.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | 0.0% | +1.4% | -1.4% | -0.6% |
| 30D | -1.5% | -3.8% | +2.3% | +0.2% |
| 3M | +23.6% | +9.0% | +14.6% | +18.7% |
| 6M | +22.3% | +16.6% | +5.7% | +13.7% |
| YTD | +26.5% | +20.4% | +6.1% | +15.4% |
| 1Y | +27.0% | +22.3% | +4.7% | +14.9% |
| 3Y | +149.6% | +124.5% | +25.0% | +67.2% |
| 5Y | +118.1% | +54.1% | +64.0% | +70.2% |
| 10Y | +369.0% | +276.3% | +92.7% | +133.9% |
| All | +3,716.0% | +2,195.8% | +1,520.1% | +643.4% |
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