+12,471.5%
FIX vs PNC
+1,297.6%
+11,173.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +6.0% | +1.4% | +4.6% | +5.4% |
| 30D | -7.2% | -3.8% | -3.4% | -5.8% |
| 3M | -15.9% | +9.0% | -24.9% | -19.0% |
| 6M | +12.7% | +16.6% | -3.9% | +5.8% |
| YTD | +72.8% | +20.4% | +52.4% | +59.8% |
| 1Y | +122.9% | +22.3% | +100.6% | +104.8% |
| 3Y | +774.3% | +124.5% | +649.8% | +524.3% |
| 5Y | +2,049.5% | +54.1% | +1,995.4% | +1,667.1% |
| 10Y | +5,821.5% | +276.3% | +5,545.2% | +3,386.0% |
| All | +12,471.5% | +1,297.6% | +11,173.8% | +3,881.0% |
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 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