+875.9%
BAX vs PNC
+4,099.5%
-3,223.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -1.1% | +1.4% | -2.5% | -1.5% |
| 30D | -5.5% | -3.8% | -1.6% | -4.6% |
| 3M | +33.5% | +9.0% | +24.5% | +30.7% |
| 6M | +35.9% | +16.6% | +19.2% | +31.0% |
| YTD | +35.4% | +20.4% | +14.9% | +29.6% |
| 1Y | +9.8% | +22.3% | -12.6% | +4.6% |
| 3Y | -32.7% | +124.5% | -157.3% | -44.8% |
| 5Y | -65.6% | +54.1% | -119.6% | -69.5% |
| 10Y | -34.9% | +276.3% | -311.2% | -54.5% |
| All | +875.9% | +4,099.5% | -3,223.6% | +207.8% |
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