+3,304.1%
FN vs PNC
+520.4%
+2,783.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.6% | +9.2% | +10.5% |
| 7D | +16.3% | -0.2% | +16.4% | +16.6% |
| 30D | -24.7% | +6.5% | -31.2% | -27.1% |
| 3M | -34.9% | -7.6% | -27.4% | -32.4% |
| 6M | -41.1% | +8.5% | -49.6% | -44.0% |
| YTD | -19.6% | +14.5% | -34.1% | -25.8% |
| 1Y | -18.5% | +29.7% | -48.2% | -29.4% |
| 3Y | +119.1% | +115.7% | +3.5% | +44.9% |
| 5Y | +206.9% | +34.6% | +172.3% | +151.7% |
| 10Y | +826.4% | +217.8% | +608.6% | +323.7% |
| All | +3,304.1% | +520.4% | +2,783.7% | +799.3% |
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 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