+1,664.5%
DIS vs PNC
+3,891.4%
-2,226.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +4.4% | +0.8% | +3.6% | +4.1% |
| 30D | +10.3% | +6.5% | +3.8% | +7.9% |
| 3M | +15.5% | -7.3% | +22.8% | +18.5% |
| 6M | +11.2% | +8.5% | +2.7% | +7.6% |
| YTD | +5.6% | +14.5% | -8.9% | 0.0% |
| 1Y | +7.7% | +29.1% | -21.3% | -2.2% |
| 3Y | +39.3% | +113.7% | -74.5% | +5.2% |
| 5Y | -29.5% | +35.7% | -65.2% | -38.2% |
| 10Y | +36.3% | +203.7% | -167.4% | -11.2% |
| All | +1,664.5% | +3,891.4% | -2,226.9% | +344.8% |
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