+1,729.1%
HCA vs PNC
+517.6%
+1,211.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.6% |
| 7D | +2.9% | -0.9% | +3.8% | +3.3% |
| 30D | +2.4% | -4.4% | +6.8% | +4.5% |
| 3M | +13.0% | +5.3% | +7.8% | +10.3% |
| 6M | -21.4% | +19.6% | -41.0% | -27.8% |
| YTD | -9.5% | +19.1% | -28.6% | -17.2% |
| 1Y | +7.5% | +24.3% | -16.8% | -3.9% |
| 3Y | +57.6% | +132.2% | -74.6% | -0.6% |
| 5Y | +71.1% | +52.3% | +18.8% | +30.4% |
| 10Y | +498.8% | +274.8% | +224.0% | +170.6% |
| All | +1,729.1% | +517.6% | +1,211.5% | +464.7% |
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