-8.2%
BA vs PNC
+23.1%
-31.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | +2.5% | +2.3% | +0.2% | +2.0% |
| 30D | -10.1% | -3.8% | -6.3% | -9.4% |
| 3M | -2.4% | +7.8% | -10.2% | -3.4% |
| 6M | -8.8% | +19.7% | -28.5% | -11.4% |
| YTD | -2.9% | +19.1% | -22.1% | -5.6% |
| All | -8.2% | +23.1% | -31.3% | -11.8% |
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 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