-0.3%
BA vs PNC
+52.4%
-52.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.2% |
| 7D | +2.5% | +2.3% | +0.2% | +1.3% |
| 30D | -10.1% | -3.8% | -6.3% | -8.3% |
| 3M | -2.4% | +7.8% | -10.2% | -6.2% |
| 6M | -8.8% | +19.7% | -28.5% | -17.1% |
| YTD | -2.9% | +19.1% | -22.1% | -12.1% |
| 1Y | -8.8% | +23.1% | -31.9% | -19.1% |
| 3Y | -0.3% | +132.1% | -132.4% | -40.0% |
| 5Y | -0.3% | +52.2% | -52.5% | -23.3% |
| All | -0.3% | +52.4% | -52.7% | -23.3% |
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