+104,095.6%
FICO vs PNC
+4,099.5%
+99,996.0%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.2% | -16.9% | -16.7% |
| 7D | -19.2% | +1.4% | -20.6% | -19.6% |
| 30D | -14.6% | -3.8% | -10.8% | -13.6% |
| 3M | -20.1% | +9.0% | -29.1% | -22.5% |
| 6M | -36.3% | +16.6% | -53.0% | -39.7% |
| YTD | -44.9% | +20.4% | -65.3% | -48.5% |
| 1Y | -38.6% | +22.3% | -61.0% | -43.0% |
| 3Y | +4.0% | +124.5% | -120.6% | -22.1% |
| 5Y | +99.5% | +54.1% | +45.5% | +67.5% |
| 10Y | +604.7% | +276.3% | +328.4% | +334.9% |
| All | +104,095.6% | +4,099.5% | +99,996.0% | +43,010.0% |
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