+97.9%
BAC vs PNC
+115.6%
-17.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.6% |
| 7D | +3.2% | +3.1% | +0.2% | +0.8% |
| 30D | -0.7% | +7.6% | -8.4% | -6.3% |
| 3M | -20.0% | -8.1% | -11.8% | -14.6% |
| 6M | +3.4% | +12.6% | -9.2% | -6.0% |
| YTD | -5.7% | +15.0% | -20.7% | -15.9% |
| 1Y | -1.4% | +30.4% | -31.9% | -20.6% |
| 3Y | +97.9% | +116.1% | -18.2% | +6.2% |
| All | +97.9% | +115.6% | -17.7% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling