+1,376.8%
BAC vs PNC
+4,099.5%
-2,722.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.2% |
| 7D | +1.1% | +1.4% | -0.3% | -0.1% |
| 30D | -0.4% | -3.8% | +3.4% | +2.9% |
| 3M | +16.9% | +9.0% | +7.9% | +8.4% |
| 6M | +26.6% | +16.6% | +10.0% | +10.7% |
| YTD | +15.8% | +20.4% | -4.6% | -1.7% |
| 1Y | +27.2% | +22.3% | +4.8% | +5.9% |
| 3Y | +132.4% | +124.5% | +7.9% | +13.8% |
| 5Y | +72.6% | +54.1% | +18.5% | +14.0% |
| 10Y | +389.7% | +276.3% | +113.5% | +50.9% |
| All | +1,376.8% | +4,099.5% | -2,722.7% | -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 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