+8,590.7%
FIX vs PNC
+1,228.4%
+7,362.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.6% | +6.8% | +8.3% |
| 7D | -7.2% | -0.2% | -7.1% | -7.2% |
| 30D | -35.1% | +6.5% | -41.6% | -36.8% |
| 3M | -34.3% | -7.6% | -26.7% | -32.2% |
| 6M | -42.9% | +8.5% | -51.4% | -45.0% |
| YTD | +19.5% | +14.5% | +5.0% | +12.7% |
| 1Y | +16.8% | +29.7% | -12.9% | +4.7% |
| 3Y | +506.7% | +115.7% | +391.0% | +341.6% |
| 5Y | +1,046.7% | +34.6% | +1,012.1% | +893.8% |
| 10Y | +3,800.0% | +217.8% | +3,582.1% | +2,338.3% |
| All | +8,590.7% | +1,228.4% | +7,362.3% | +2,707.0% |
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