+33.0%
BLK vs PNC
+51.4%
-18.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.3% |
| 7D | -3.3% | -0.6% | -2.8% | -3.0% |
| 30D | -6.5% | -4.4% | -2.1% | -3.9% |
| 3M | +6.7% | +5.2% | +1.5% | +3.2% |
| 6M | +14.7% | +20.6% | -5.9% | +1.8% |
| YTD | +2.5% | +19.8% | -17.2% | -9.0% |
| 1Y | -2.8% | +24.4% | -27.2% | -15.9% |
| 3Y | +65.9% | +131.2% | -65.4% | -4.6% |
| All | +33.0% | +51.4% | -18.4% | -1.7% |
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