-38.6%
FICO vs PNC
+23.0%
-61.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.2% | -16.9% | -16.7% |
| 7D | -19.2% | +1.4% | -20.6% | -19.4% |
| 30D | -14.6% | -3.8% | -10.8% | -14.0% |
| 3M | -20.1% | +9.0% | -29.1% | -22.1% |
| 6M | -36.3% | +16.6% | -53.0% | -39.2% |
| YTD | -44.9% | +20.4% | -65.3% | -47.7% |
| 1Y | -38.6% | +22.3% | -61.0% | -44.7% |
| All | -38.6% | +23.0% | -61.6% | -44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling