+74.6%
BA vs PNC
+268.7%
-194.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.4% |
| 7D | -1.2% | -0.7% | -0.4% | -0.7% |
| 30D | -11.3% | -4.4% | -6.9% | -8.5% |
| 3M | -3.8% | +4.5% | -8.3% | -7.0% |
| 6M | -8.3% | +19.1% | -27.3% | -19.5% |
| YTD | -4.9% | +18.0% | -23.0% | -16.8% |
| 1Y | -10.1% | +24.1% | -34.1% | -24.6% |
| 3Y | -2.3% | +130.0% | -132.3% | -51.1% |
| 5Y | -3.5% | +50.4% | -53.9% | -34.4% |
| 10Y | +74.6% | +271.3% | -196.7% | -34.9% |
| All | +74.6% | +268.7% | -194.2% | -34.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling