+2,185.6%
FIX vs PNC
+52.4%
+2,133.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +3.0% |
| 7D | +6.1% | +2.3% | +3.8% | +4.6% |
| 30D | -2.7% | -3.8% | +1.2% | -0.5% |
| 3M | -10.9% | +7.8% | -18.7% | -15.2% |
| 6M | +29.0% | +19.7% | +9.3% | +15.8% |
| YTD | +76.9% | +19.1% | +57.8% | +58.8% |
| 1Y | +130.7% | +23.1% | +107.6% | +102.8% |
| 3Y | +790.7% | +132.1% | +658.5% | +447.8% |
| 5Y | +2,185.6% | +52.2% | +2,133.3% | +1,640.0% |
| All | +2,185.6% | +52.4% | +2,133.2% | +1,640.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling