-80.8%
FIG vs PNC
+30.7%
-111.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.7% |
| 7D | -12.2% | -0.9% | -11.3% | -12.3% |
| 30D | -11.0% | -4.4% | -6.6% | -11.5% |
| 3M | +11.9% | +5.3% | +6.6% | +13.3% |
| 6M | -21.9% | +19.6% | -41.5% | -20.5% |
| YTD | -40.8% | +19.1% | -59.9% | -39.3% |
| 1Y | -56.6% | +24.3% | -81.0% | -57.8% |
| All | -80.8% | +30.7% | -111.5% | -80.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling