+80,792.2%
FICO vs PNC
+3,891.4%
+76,900.8%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | +1.9% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | +8.4% | +6.5% | +1.9% | +6.1% |
| 3M | -30.5% | -7.6% | -22.9% | -28.8% |
| 6M | -35.7% | +8.5% | -44.2% | -37.6% |
| YTD | -57.2% | +14.5% | -71.7% | -59.3% |
| 1Y | -58.4% | +29.7% | -88.1% | -62.1% |
| 3Y | -24.8% | +115.7% | -140.5% | -42.7% |
| 5Y | +79.3% | +34.6% | +44.6% | +57.4% |
| 10Y | +531.6% | +217.8% | +313.8% | +310.6% |
| All | +80,792.2% | +3,891.4% | +76,900.8% | +33,930.1% |
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