-38.3%
BAX vs PNC
+277.5%
-315.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.8% | -1.2% |
| 7D | -5.4% | -0.9% | -4.5% | -5.1% |
| 30D | -12.4% | -4.4% | -8.0% | -11.0% |
| 3M | +19.1% | +5.3% | +13.8% | +16.9% |
| 6M | +38.6% | +19.6% | +19.0% | +30.3% |
| YTD | +26.7% | +19.1% | +7.6% | +19.4% |
| 1Y | +1.0% | +24.3% | -23.3% | -6.3% |
| 3Y | -33.9% | +132.2% | -166.1% | -50.3% |
| 5Y | -67.0% | +52.3% | -119.4% | -72.2% |
| All | -38.3% | +277.5% | -315.9% | -59.0% |
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