+576.2%
FE vs PNC
+1,125.9%
-549.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | +1.9% | +1.4% | +0.5% | +1.7% |
| 30D | -1.2% | -3.8% | +2.7% | -0.4% |
| 3M | +3.5% | +9.0% | -5.5% | +1.7% |
| 6M | -6.1% | +16.6% | -22.7% | -9.0% |
| YTD | +7.6% | +20.4% | -12.8% | +3.4% |
| 1Y | +11.9% | +22.3% | -10.4% | +7.0% |
| 3Y | +48.4% | +124.5% | -76.1% | +24.3% |
| 5Y | +44.8% | +54.1% | -9.3% | +29.0% |
| 10Y | +115.9% | +276.3% | -160.4% | +57.9% |
| All | +576.2% | +1,125.9% | -549.7% | +239.9% |
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 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