+6,438.2%
EW vs PNC
+1,116.1%
+5,322.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -0.3% | +1.4% | -1.7% | -0.7% |
| 30D | +1.0% | -3.8% | +4.9% | +1.9% |
| 3M | +2.8% | +9.0% | -6.2% | +0.8% |
| 6M | +5.5% | +16.6% | -11.2% | +1.8% |
| YTD | +5.5% | +20.4% | -15.0% | +0.8% |
| 1Y | +11.0% | +22.3% | -11.3% | +5.7% |
| 3Y | +17.7% | +124.5% | -106.8% | -3.6% |
| 5Y | -25.7% | +54.1% | -79.8% | -34.5% |
| 10Y | +132.8% | +276.3% | -143.5% | +67.3% |
| All | +6,438.2% | +1,116.1% | +5,322.1% | +3,112.4% |
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