+578.7%
FE vs PNC
+1,065.2%
-486.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.4% |
| 7D | -0.5% | +0.8% | -1.3% | -0.7% |
| 30D | +4.3% | +6.5% | -2.2% | +3.0% |
| 3M | +0.4% | -7.3% | +7.7% | +1.8% |
| 6M | +6.9% | +8.5% | -1.6% | +5.1% |
| YTD | +8.0% | +14.5% | -6.5% | +4.8% |
| 1Y | +4.8% | +29.1% | -24.3% | -0.8% |
| 3Y | +49.0% | +113.7% | -64.8% | +26.0% |
| 5Y | +46.2% | +35.7% | +10.5% | +33.6% |
| 10Y | +120.9% | +203.7% | -82.8% | +67.9% |
| All | +578.7% | +1,065.2% | -486.5% | +244.4% |
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