+2,450.7%
EXC vs PNC
+3,903.5%
-1,452.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -1.4% | -0.6% | -0.7% | -1.3% |
| 30D | +8.3% | +5.8% | +2.5% | +7.0% |
| 3M | +2.6% | -7.9% | +10.5% | +4.3% |
| 6M | +5.2% | +10.0% | -4.8% | +3.0% |
| YTD | +7.5% | +14.8% | -7.3% | +4.0% |
| 1Y | +3.2% | +29.7% | -26.5% | -2.8% |
| 3Y | +29.5% | +114.4% | -84.8% | +8.2% |
| 5Y | +39.7% | +36.0% | +3.7% | +26.7% |
| 10Y | +200.1% | +204.7% | -4.6% | +125.2% |
| All | +2,450.7% | +3,903.5% | -1,452.7% | +933.5% |
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