+1,036.2%
FTI vs PNC
+51.4%
+984.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.7% |
| 7D | -4.4% | -0.6% | -3.8% | -4.1% |
| 30D | +1.5% | -4.4% | +5.9% | +3.9% |
| 3M | +8.2% | +5.2% | +3.0% | +4.8% |
| 6M | +18.8% | +20.6% | -1.8% | +6.1% |
| YTD | +71.7% | +19.8% | +51.9% | +53.2% |
| 1Y | +90.0% | +24.4% | +65.6% | +65.5% |
| 3Y | +270.5% | +131.2% | +139.2% | +120.1% |
| All | +1,036.2% | +51.4% | +984.8% | +768.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling