-15.8%
F vs PNC
+30.4%
-46.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.3% |
| 7D | +1.6% | -1.1% | +2.6% | +2.3% |
| 30D | +2.6% | +4.5% | -1.8% | -0.4% |
| 3M | -8.8% | -10.0% | +1.2% | -2.2% |
| 6M | +4.6% | +3.1% | +1.6% | +1.7% |
| YTD | -1.9% | +11.5% | -13.4% | -10.3% |
| 1Y | -0.8% | +27.3% | -28.0% | -17.5% |
| 3Y | +43.5% | +106.4% | -62.9% | -17.7% |
| All | -15.8% | +30.4% | -46.2% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling