+890.0%
FN vs PNC
+272.2%
+617.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.7% |
| 7D | +3.5% | +2.3% | +1.3% | +2.4% |
| 30D | -26.0% | -3.8% | -22.2% | -24.6% |
| 3M | -33.3% | +7.8% | -41.0% | -35.7% |
| 6M | -14.9% | +19.7% | -34.6% | -21.9% |
| YTD | -8.6% | +19.1% | -27.7% | -16.2% |
| 1Y | +12.3% | +23.1% | -10.8% | +1.3% |
| 3Y | +174.4% | +132.1% | +42.3% | +85.9% |
| 5Y | +296.4% | +52.2% | +244.2% | +217.0% |
| 10Y | +890.0% | +271.4% | +618.6% | +407.2% |
| All | +890.0% | +272.2% | +617.9% | +407.2% |
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