-1.9%
BDX vs PNC
+51.4%
-53.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -3.2% | -0.6% | -2.6% | -3.0% |
| 30D | -2.5% | -4.4% | +1.8% | -1.5% |
| 3M | +21.4% | +5.2% | +16.2% | +19.7% |
| 6M | +10.4% | +20.6% | -10.2% | +5.0% |
| YTD | +18.8% | +19.8% | -0.9% | +13.0% |
| 1Y | +21.7% | +24.4% | -2.7% | +14.5% |
| 3Y | -10.0% | +131.2% | -141.2% | -27.2% |
| All | -1.9% | +51.4% | -53.3% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling