-51.7%
FIG vs PNC
+32.8%
-84.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.8% | +3.5% | +5.2% |
| 7D | -4.7% | +2.3% | -6.9% | -4.7% |
| 30D | +0.5% | +7.0% | -6.4% | +0.5% |
| 3M | -18.4% | -7.3% | -11.1% | -18.6% |
| 6M | +10.9% | +8.9% | +2.0% | +11.3% |
| YTD | -40.8% | +15.5% | -56.3% | -43.5% |
| 1Y | -51.7% | +31.8% | -83.5% | -59.0% |
| All | -51.7% | +32.8% | -84.5% | -59.0% |
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 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