+875.2%
BAX vs PNC
+3,908.5%
-3,033.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.1% |
| 7D | +0.1% | +3.1% | -3.0% | -0.7% |
| 30D | +4.1% | +7.6% | -3.6% | +2.2% |
| 3M | -4.5% | -8.1% | +3.6% | -2.6% |
| 6M | +49.2% | +12.6% | +36.6% | +44.9% |
| YTD | +35.2% | +15.0% | +20.3% | +30.9% |
| 1Y | +38.3% | +30.4% | +7.9% | +29.8% |
| 3Y | -19.0% | +116.1% | -135.2% | -32.8% |
| 5Y | -64.2% | +37.5% | -101.6% | -67.4% |
| 10Y | -35.7% | +205.1% | -240.8% | -52.9% |
| All | +875.2% | +3,908.5% | -3,033.3% | +210.8% |
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