+950.2%
BSX vs PNC
+2,667.2%
-1,717.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | -7.0% | -0.7% | -6.3% | -6.8% |
| 30D | -10.9% | -4.4% | -6.5% | -9.7% |
| 3M | -8.2% | +4.5% | -12.7% | -9.5% |
| 6M | -37.5% | +19.1% | -56.5% | -40.9% |
| YTD | -52.8% | +18.0% | -70.9% | -55.5% |
| 1Y | -58.4% | +24.1% | -82.5% | -61.4% |
| 3Y | -16.5% | +130.0% | -146.5% | -37.4% |
| 5Y | -1.0% | +50.4% | -51.4% | -16.6% |
| 10Y | +91.2% | +271.3% | -180.0% | +18.1% |
| All | +950.2% | +2,667.2% | -1,717.1% | +200.1% |
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