+1,460.9%
BA vs PNC
+3,891.4%
-2,430.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.6% |
| 7D | -1.7% | -0.2% | -1.6% | -1.7% |
| 30D | -9.5% | +6.5% | -15.9% | -11.7% |
| 3M | -26.5% | -7.6% | -18.9% | -24.2% |
| 6M | -27.4% | +8.5% | -35.9% | -29.8% |
| YTD | -20.6% | +14.5% | -35.1% | -25.1% |
| 1Y | -11.4% | +29.7% | -41.1% | -20.5% |
| 3Y | -10.8% | +115.7% | -126.5% | -34.9% |
| 5Y | -21.9% | +34.6% | -56.5% | -32.3% |
| 10Y | +28.1% | +217.8% | -189.7% | -15.5% |
| All | +1,460.9% | +3,891.4% | -2,430.5% | +292.0% |
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