+1,401.6%
BP vs PNC
+3,886.7%
-2,485.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.7% | +1.4% |
| 7D | +2.5% | +1.9% | +0.6% | +2.0% |
| 30D | -5.6% | +6.2% | -11.8% | -7.2% |
| 3M | +8.0% | -8.7% | +16.8% | +10.6% |
| 6M | +5.7% | +9.2% | -3.5% | +2.6% |
| YTD | +36.8% | +14.3% | +22.5% | +30.5% |
| 1Y | +30.7% | +27.7% | +3.0% | +20.7% |
| 3Y | +51.6% | +113.5% | -61.9% | +19.5% |
| 5Y | +112.2% | +36.7% | +75.5% | +87.4% |
| 10Y | +138.6% | +203.4% | -64.8% | +70.2% |
| All | +1,401.6% | +3,886.7% | -2,485.2% | +623.8% |
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