+1,821.9%
BA vs PNC
+4,099.5%
-2,277.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | +1.2% | +1.4% | -0.2% | +0.6% |
| 30D | -11.6% | -3.8% | -7.8% | -10.3% |
| 3M | -2.4% | +9.0% | -11.4% | -5.7% |
| 6M | -6.6% | +16.6% | -23.3% | -12.2% |
| YTD | -2.2% | +20.4% | -22.7% | -9.5% |
| 1Y | -8.0% | +22.3% | -30.4% | -15.6% |
| 3Y | -5.0% | +124.5% | -129.5% | -31.9% |
| 5Y | -2.7% | +54.1% | -56.8% | -19.8% |
| 10Y | +75.9% | +276.3% | -200.4% | +9.9% |
| All | +1,821.9% | +4,099.5% | -2,277.6% | +373.6% |
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