+72.8%
HCA vs PNC
+51.4%
+21.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.2% |
| 7D | +5.4% | -0.6% | +6.0% | +5.6% |
| 30D | +3.0% | -4.4% | +7.4% | +4.3% |
| 3M | +13.0% | +5.2% | +7.8% | +11.3% |
| 6M | -20.3% | +20.6% | -40.9% | -24.6% |
| YTD | -8.2% | +19.8% | -28.0% | -13.4% |
| 1Y | +6.7% | +24.4% | -17.7% | -0.6% |
| 3Y | +60.4% | +131.2% | -70.9% | +17.3% |
| All | +72.8% | +51.4% | +21.4% | +48.3% |
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 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