+178.8%
FDX vs PNC
+268.7%
-89.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.1% |
| 7D | -2.3% | -0.7% | -1.6% | -1.9% |
| 30D | -4.9% | -4.4% | -0.5% | -2.6% |
| 3M | -6.5% | +4.5% | -10.9% | -8.9% |
| 6M | +6.7% | +19.1% | -12.4% | -3.4% |
| YTD | +33.9% | +18.0% | +15.9% | +21.6% |
| 1Y | +72.2% | +24.1% | +48.1% | +51.7% |
| 3Y | +60.2% | +130.0% | -69.8% | -0.3% |
| 5Y | +62.9% | +50.4% | +12.5% | +25.3% |
| 10Y | +178.8% | +271.3% | -92.5% | +36.9% |
| All | +178.8% | +268.7% | -89.9% | +36.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling