+66.9%
AMAT vs PNC
+28.6%
+38.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.3% | -3.1% |
| 7D | +11.4% | +3.1% | +8.3% | +9.6% |
| 30D | -17.0% | +7.6% | -24.7% | -19.7% |
| 3M | -30.6% | -8.1% | -22.5% | -27.4% |
| 6M | -14.9% | +12.6% | -27.5% | -21.3% |
| YTD | +44.7% | +15.0% | +29.7% | +28.5% |
| 1Y | +66.9% | +30.4% | +36.5% | +41.7% |
| All | +66.9% | +28.6% | +38.3% | +41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling