-39.3%
FICO vs PNC
+22.9%
-62.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -15.4% | +2.3% | -17.7% | -15.9% |
| 30D | -10.4% | -3.8% | -6.6% | -9.8% |
| 3M | -22.7% | +7.8% | -30.5% | -24.5% |
| 6M | -36.8% | +19.7% | -56.5% | -40.2% |
| YTD | -44.8% | +19.1% | -63.9% | -47.7% |
| 1Y | -39.3% | +23.1% | -62.5% | -44.7% |
| All | -39.3% | +22.9% | -62.2% | -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