+13,164.2%
GOOG vs PNC
+769.7%
+12,394.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.8% |
| 7D | -1.6% | -0.7% | -0.8% | -1.3% |
| 30D | -7.7% | -4.4% | -3.3% | -6.4% |
| 3M | -9.3% | +4.5% | -13.8% | -10.6% |
| 6M | +7.4% | +19.1% | -11.6% | +1.7% |
| YTD | +4.9% | +18.0% | -13.2% | -0.8% |
| 1Y | +37.2% | +24.1% | +13.2% | +27.7% |
| 3Y | +141.6% | +130.0% | +11.6% | +83.1% |
| 5Y | +128.8% | +50.4% | +78.4% | +95.4% |
| 10Y | +772.7% | +271.3% | +501.4% | +446.5% |
| All | +13,164.2% | +769.7% | +12,394.5% | +6,002.6% |
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 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