+1,335.7%
BP vs PNC
+4,099.5%
-2,763.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | +3.9% | +1.4% | +2.5% | +3.5% |
| 30D | +7.6% | -3.8% | +11.4% | +8.7% |
| 3M | +0.7% | +9.0% | -8.3% | -2.0% |
| 6M | +15.5% | +16.6% | -1.2% | +9.9% |
| YTD | +30.8% | +20.4% | +10.4% | +23.1% |
| 1Y | +34.3% | +22.3% | +12.0% | +25.6% |
| 3Y | +35.1% | +124.5% | -89.5% | +4.9% |
| 5Y | +126.8% | +54.1% | +72.8% | +93.9% |
| 10Y | +123.4% | +276.3% | -152.9% | +51.4% |
| All | +1,335.7% | +4,099.5% | -2,763.8% | +583.0% |
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