+114.5%
FE vs PNC
+268.7%
-154.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -0.2% | -0.7% | +0.6% | 0.0% |
| 30D | -1.2% | -4.4% | +3.2% | 0.0% |
| 3M | +1.7% | +4.5% | -2.8% | +0.3% |
| 6M | -7.5% | +19.1% | -26.5% | -11.9% |
| YTD | +6.3% | +18.0% | -11.7% | +1.1% |
| 1Y | +10.9% | +24.1% | -13.2% | +3.7% |
| 3Y | +46.9% | +130.0% | -83.1% | +12.2% |
| 5Y | +47.6% | +50.4% | -2.8% | +25.7% |
| 10Y | +114.5% | +271.3% | -156.8% | +49.1% |
| All | +114.5% | +268.7% | -154.3% | +49.1% |
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