+1,458.7%
DIS vs PNC
+4,099.5%
-2,640.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -2.6% | +1.4% | -4.0% | -3.1% |
| 30D | +3.5% | -3.8% | +7.3% | +4.8% |
| 3M | +6.8% | +9.0% | -2.2% | +3.4% |
| 6M | +3.0% | +16.6% | -13.7% | -2.8% |
| YTD | -6.7% | +20.4% | -27.2% | -13.2% |
| 1Y | -10.1% | +22.3% | -32.4% | -16.9% |
| 3Y | +33.0% | +124.5% | -91.5% | -1.4% |
| 5Y | -40.0% | +54.1% | -94.1% | -49.7% |
| 10Y | +21.1% | +276.3% | -255.2% | -26.4% |
| All | +1,458.7% | +4,099.5% | -2,640.8% | +286.3% |
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