-10.8%
DOW vs PNC
+148.2%
-159.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | -2.4% | +1.4% | -3.8% | -3.3% |
| 30D | +0.4% | -3.8% | +4.2% | +2.7% |
| 3M | -14.4% | +9.0% | -23.4% | -19.8% |
| 6M | -7.0% | +16.6% | -23.6% | -17.7% |
| YTD | +30.2% | +20.4% | +9.8% | +12.1% |
| 1Y | +29.2% | +22.3% | +6.9% | +9.8% |
| 3Y | -36.7% | +124.5% | -161.2% | -65.2% |
| 5Y | -37.7% | +54.1% | -91.8% | -56.9% |
| All | -10.8% | +148.2% | -159.0% | -59.4% |
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