+15.8%
BABA vs PNC
+227.4%
-211.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.6% | -6.3% | -4.5% |
| 7D | +3.8% | -0.2% | +4.0% | +3.8% |
| 30D | -5.4% | +6.5% | -11.9% | -7.3% |
| 3M | -17.9% | -7.6% | -10.4% | -16.1% |
| 6M | -24.1% | +8.5% | -32.6% | -26.4% |
| YTD | -27.4% | +14.5% | -41.9% | -31.1% |
| 1Y | -36.1% | +29.7% | -65.8% | -41.7% |
| 3Y | +35.4% | +115.7% | -80.3% | +2.0% |
| 5Y | -30.1% | +34.6% | -64.7% | -39.5% |
| 10Y | +15.8% | +217.8% | -202.0% | -7.6% |
| All | +15.8% | +227.4% | -211.6% | -7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling