+507.9%
F vs PNC
+3,891.4%
-3,383.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.0% | +0.8% | +0.1% | +0.6% |
| 30D | +2.1% | +6.5% | -4.4% | -0.7% |
| 3M | -10.3% | -7.3% | -3.0% | -7.2% |
| 6M | +3.3% | +8.5% | -5.2% | -0.8% |
| YTD | -2.0% | +14.5% | -16.4% | -8.2% |
| 1Y | -2.3% | +29.1% | -31.4% | -13.3% |
| 3Y | +49.9% | +113.7% | -63.9% | +6.3% |
| 5Y | -12.5% | +35.7% | -48.1% | -24.4% |
| 10Y | +74.3% | +203.7% | -129.4% | +6.4% |
| All | +507.9% | +3,891.4% | -3,383.5% | +43.8% |
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