-6.1%
F vs PNC
+28.6%
-34.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.2% |
| 7D | -3.1% | +3.1% | -6.2% | -4.4% |
| 30D | 0.0% | +7.6% | -7.6% | -2.9% |
| 3M | -13.2% | -8.1% | -5.1% | -10.4% |
| 6M | -10.2% | +12.6% | -22.8% | -14.9% |
| YTD | -4.9% | +15.0% | -19.9% | -13.1% |
| 1Y | -6.1% | +30.4% | -36.5% | -20.7% |
| All | -6.1% | +28.6% | -34.7% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling