+2,943.1%
FN vs PNC
+504.5%
+2,438.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.6% | +12.3% | +12.0% |
| 7D | 0.0% | -1.1% | +1.0% | +0.5% |
| 30D | -34.3% | +4.5% | -38.8% | -35.8% |
| 3M | -39.9% | -10.0% | -29.8% | -36.7% |
| 6M | -51.8% | +3.1% | -54.9% | -53.0% |
| YTD | -28.1% | +11.5% | -39.7% | -32.9% |
| 1Y | -29.1% | +27.3% | -56.3% | -38.1% |
| 3Y | +102.4% | +106.4% | -3.9% | +36.7% |
| 5Y | +171.7% | +31.1% | +140.5% | +125.5% |
| 10Y | +773.5% | +231.3% | +542.2% | +286.1% |
| All | +2,943.1% | +504.5% | +2,438.6% | +713.7% |
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