+3,644.4%
FIX vs PNC
+214.2%
+3,430.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -13.9% | +0.8% | -14.8% | -14.3% |
| 30D | -35.5% | +6.5% | -42.0% | -38.2% |
| 3M | -33.9% | -7.3% | -26.7% | -30.8% |
| 6M | -43.3% | +8.5% | -51.8% | -46.6% |
| YTD | +18.7% | +14.5% | +4.2% | +7.9% |
| 1Y | +13.8% | +29.1% | -15.3% | -4.4% |
| 3Y | +495.0% | +113.7% | +381.2% | +256.0% |
| 5Y | +1,049.0% | +35.7% | +1,013.4% | +800.6% |
| 10Y | +3,644.4% | +203.7% | +3,440.8% | +1,601.9% |
| All | +3,644.4% | +214.2% | +3,430.2% | +1,601.9% |
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