+11,573.1%
COST vs PNC
+4,015.6%
+7,557.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -2.8% | -0.7% | -2.1% | -2.6% |
| 30D | -5.3% | -4.4% | -0.9% | -4.2% |
| 3M | -6.7% | +4.5% | -11.2% | -7.8% |
| 6M | -9.9% | +19.1% | -29.0% | -14.1% |
| YTD | +5.1% | +18.0% | -12.9% | +0.2% |
| 1Y | -7.3% | +24.1% | -31.3% | -12.9% |
| 3Y | +70.4% | +130.0% | -59.6% | +34.2% |
| 5Y | +104.4% | +50.4% | +54.0% | +77.1% |
| 10Y | +609.0% | +271.3% | +337.7% | +356.9% |
| All | +11,573.1% | +4,015.6% | +7,557.6% | +2,791.9% |
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 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