-10.1%
BA vs PNC
+103.6%
-113.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | +1.1% | -1.1% | +2.2% | +1.6% |
| 30D | -7.9% | +4.5% | -12.4% | -9.6% |
| 3M | -25.3% | -10.0% | -15.3% | -22.0% |
| 6M | -24.6% | +3.1% | -27.7% | -25.6% |
| YTD | -20.1% | +11.5% | -31.7% | -24.3% |
| 1Y | -11.8% | +27.3% | -39.0% | -21.5% |
| 3Y | -10.1% | +106.4% | -116.5% | -30.8% |
| All | -10.1% | +103.6% | -113.7% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling