+5,993.3%
FIX vs PNC
+272.2%
+5,721.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +3.1% |
| 7D | +6.1% | +2.3% | +3.8% | +4.5% |
| 30D | -2.7% | -3.8% | +1.2% | -0.3% |
| 3M | -10.9% | +7.8% | -18.7% | -15.6% |
| 6M | +29.0% | +19.7% | +9.3% | +14.6% |
| YTD | +76.9% | +19.1% | +57.8% | +57.1% |
| 1Y | +130.7% | +23.1% | +107.6% | +100.3% |
| 3Y | +790.7% | +132.1% | +658.5% | +404.1% |
| 5Y | +2,185.6% | +52.2% | +2,133.3% | +1,561.3% |
| 10Y | +5,993.3% | +271.4% | +5,721.9% | +2,415.4% |
| All | +5,993.3% | +272.2% | +5,721.1% | +2,415.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling