+2,340.5%
EXC vs PNC
+4,099.5%
-1,759.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | +0.3% | +1.4% | -1.1% | 0.0% |
| 30D | -3.7% | -3.8% | +0.1% | -3.0% |
| 3M | -1.3% | +9.0% | -10.3% | -3.1% |
| 6M | -9.7% | +16.6% | -26.4% | -12.7% |
| YTD | +2.9% | +20.4% | -17.5% | -1.4% |
| 1Y | +4.4% | +22.3% | -17.9% | -0.5% |
| 3Y | +22.2% | +124.5% | -102.3% | +1.1% |
| 5Y | +46.7% | +54.1% | -7.4% | +29.6% |
| 10Y | +155.3% | +276.3% | -120.9% | +84.0% |
| All | +2,340.5% | +4,099.5% | -1,759.0% | +879.5% |
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