+803.7%
B vs PNC
+4,099.5%
-3,295.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -1.6% | +1.4% | -3.0% | -1.6% |
| 30D | +9.4% | -3.8% | +13.3% | +9.5% |
| 3M | +5.0% | +9.0% | -4.0% | +4.8% |
| 6M | -3.5% | +16.6% | -20.2% | -3.9% |
| YTD | +4.5% | +20.4% | -16.0% | +4.0% |
| 1Y | +67.8% | +22.3% | +45.4% | +67.0% |
| 3Y | +196.7% | +124.5% | +72.2% | +191.5% |
| 5Y | +151.9% | +54.1% | +97.9% | +148.6% |
| 10Y | +202.2% | +276.3% | -74.1% | +193.3% |
| All | +803.7% | +4,099.5% | -3,295.8% | +955.1% |
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