+1,470.1%
BA vs PNC
+3,789.2%
-2,319.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | +1.1% | -1.1% | +2.2% | +1.5% |
| 30D | -7.9% | +4.5% | -12.4% | -9.5% |
| 3M | -25.3% | -10.0% | -15.3% | -22.3% |
| 6M | -24.6% | +3.1% | -27.7% | -25.7% |
| YTD | -20.1% | +11.5% | -31.7% | -23.9% |
| 1Y | -11.8% | +27.3% | -39.0% | -20.2% |
| 3Y | -10.1% | +106.4% | -116.5% | -33.3% |
| 5Y | -22.7% | +31.1% | -53.9% | -32.3% |
| 10Y | +35.1% | +231.3% | -196.2% | -11.8% |
| All | +1,470.1% | +3,789.2% | -2,319.1% | +298.4% |
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