-21.7%
FN vs PNC
+29.7%
-51.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.6% | +9.2% | +10.8% |
| 7D | +16.3% | -0.2% | +16.4% | +16.5% |
| 30D | -24.7% | +6.5% | -31.2% | -26.3% |
| 3M | -34.9% | -7.6% | -27.4% | -32.5% |
| 6M | -41.1% | +8.5% | -49.6% | -44.0% |
| YTD | -19.6% | +14.5% | -34.1% | -29.8% |
| All | -21.7% | +29.7% | -51.3% | -37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling