-80.3%
FIG vs PNC
+30.6%
-110.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.1% | -4.6% | -5.8% |
| 7D | -16.4% | +2.3% | -18.6% | -16.0% |
| 30D | -2.3% | -3.8% | +1.5% | -2.8% |
| 3M | +7.8% | +7.8% | 0.0% | +9.6% |
| 6M | -21.8% | +19.7% | -41.5% | -20.5% |
| YTD | -39.1% | +19.1% | -58.2% | -37.6% |
| 1Y | -56.6% | +23.1% | -79.8% | -58.1% |
| All | -80.3% | +30.6% | -110.9% | -80.1% |
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