+153.8%
B vs PNC
+52.4%
+101.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.3% |
| 7D | +2.3% | +2.3% | 0.0% | +2.0% |
| 30D | +1.4% | -3.8% | +5.2% | +1.9% |
| 3M | +12.2% | +7.8% | +4.4% | +10.9% |
| 6M | -2.1% | +19.7% | -21.8% | -4.8% |
| YTD | +2.9% | +19.1% | -16.2% | 0.0% |
| 1Y | +55.3% | +23.1% | +32.2% | +50.1% |
| 3Y | +198.7% | +132.1% | +66.6% | +160.5% |
| 5Y | +153.8% | +52.2% | +101.5% | +121.9% |
| All | +153.8% | +52.4% | +101.4% | +121.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling