+755.5%
FN vs PNC
+200.7%
+554.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.9% |
| 7D | +20.8% | +1.9% | +18.9% | +19.9% |
| 30D | -17.3% | +6.2% | -23.5% | -19.5% |
| 3M | -38.1% | -8.7% | -29.4% | -35.6% |
| 6M | -44.2% | +9.2% | -53.4% | -46.8% |
| YTD | -22.3% | +14.3% | -36.6% | -27.5% |
| 1Y | -20.9% | +27.7% | -48.6% | -29.8% |
| 3Y | +111.1% | +113.5% | -2.4% | +48.5% |
| 5Y | +191.8% | +36.7% | +155.1% | +144.5% |
| All | +755.5% | +200.7% | +554.8% | +442.3% |
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