+615.0%
F vs PNC
+4,099.5%
-3,484.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +5.3% | +1.4% | +3.9% | +4.7% |
| 30D | +4.6% | -3.8% | +8.4% | +6.4% |
| 3M | -3.7% | +9.0% | -12.7% | -7.5% |
| 6M | +16.8% | +16.6% | +0.2% | +8.8% |
| YTD | +15.3% | +20.4% | -5.1% | +5.6% |
| 1Y | +31.0% | +22.3% | +8.7% | +19.0% |
| 3Y | +45.4% | +124.5% | -79.1% | +0.8% |
| 5Y | +54.7% | +54.1% | +0.6% | +26.5% |
| 10Y | +98.2% | +276.3% | -178.0% | +11.0% |
| All | +615.0% | +4,099.5% | -3,484.5% | +65.4% |
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