+2,271.9%
D vs PNC
+4,099.5%
-1,827.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +1.5% | +1.4% | +0.1% | +1.2% |
| 30D | -2.6% | -3.8% | +1.2% | -1.9% |
| 3M | 0.0% | +9.0% | -9.0% | -1.5% |
| 6M | +7.4% | +16.6% | -9.3% | +4.4% |
| YTD | +15.9% | +20.4% | -4.6% | +12.0% |
| 1Y | +18.1% | +22.3% | -4.2% | +13.7% |
| 3Y | +58.4% | +124.5% | -66.2% | +36.3% |
| 5Y | +5.2% | +54.1% | -48.9% | -4.6% |
| 10Y | +35.9% | +276.3% | -240.4% | +3.8% |
| All | +2,271.9% | +4,099.5% | -1,827.6% | +1,040.8% |
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