+34,054.1%
HD vs PNC
+3,891.4%
+30,162.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +5.2% | +0.8% | +4.4% | +4.9% |
| 30D | +20.7% | +6.5% | +14.2% | +18.0% |
| 3M | +0.8% | -7.3% | +8.1% | +3.7% |
| 6M | +12.2% | +8.5% | +3.7% | +8.7% |
| YTD | +4.2% | +14.5% | -10.2% | -1.3% |
| 1Y | -2.6% | +29.1% | -31.6% | -11.8% |
| 3Y | +30.0% | +113.7% | -83.7% | -3.8% |
| 5Y | +8.1% | +35.7% | -27.6% | -7.0% |
| 10Y | +247.2% | +203.7% | +43.5% | +110.6% |
| All | +34,054.1% | +3,891.4% | +30,162.7% | +5,153.3% |
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