+1,102.1%
BAC vs PNC
+3,908.5%
-2,806.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.5% |
| 7D | +3.2% | +3.1% | +0.2% | +0.6% |
| 30D | -0.7% | +7.6% | -8.4% | -6.8% |
| 3M | -20.0% | -8.1% | -11.8% | -14.1% |
| 6M | +3.4% | +12.6% | -9.2% | -6.8% |
| YTD | -5.7% | +15.0% | -20.7% | -16.8% |
| 1Y | -1.4% | +30.4% | -31.9% | -22.0% |
| 3Y | +97.9% | +116.1% | -18.2% | +0.4% |
| 5Y | +22.9% | +37.5% | -14.5% | -10.4% |
| 10Y | +235.3% | +205.1% | +30.2% | +23.4% |
| All | +1,102.1% | +3,908.5% | -2,806.4% | -20.6% |
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