-36.7%
AUR vs PNC
+44.8%
-81.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -3.5% |
| 7D | +0.2% | -0.9% | +1.1% | +0.9% |
| 30D | -8.9% | -4.4% | -4.5% | -5.1% |
| 3M | +4.6% | +5.3% | -0.6% | -0.4% |
| 6M | +44.9% | +19.6% | +25.3% | +21.6% |
| YTD | +64.8% | +19.1% | +45.7% | +37.6% |
| 1Y | +16.4% | +24.3% | -8.0% | -6.9% |
| 3Y | +85.1% | +132.2% | -47.1% | -13.2% |
| 5Y | -36.1% | +52.3% | -88.4% | -59.5% |
| All | -36.7% | +44.8% | -81.5% | -59.8% |
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