+14.2%
D vs PNC
+24.9%
-10.7%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -0.2% |
| 7D | -1.6% | -0.9% | -0.7% | -1.5% |
| 30D | -3.5% | -4.4% | +0.9% | -2.8% |
| 3M | -1.6% | +5.3% | -6.9% | -2.5% |
| 6M | +5.8% | +19.6% | -13.8% | +3.2% |
| YTD | +14.5% | +19.1% | -4.7% | +12.3% |
| 1Y | +14.2% | +24.3% | -10.2% | +14.6% |
| All | +14.2% | +24.9% | -10.7% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling