+33,787.5%
HD vs PNC
+3,886.7%
+29,900.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -0.5% | +1.9% | -2.4% | -1.2% |
| 30D | +18.5% | +6.2% | +12.3% | +15.9% |
| 3M | +2.2% | -8.7% | +10.9% | +5.7% |
| 6M | +13.8% | +9.2% | +4.6% | +10.0% |
| YTD | +3.4% | +14.3% | -10.9% | -2.0% |
| 1Y | -3.5% | +27.7% | -31.2% | -12.3% |
| 3Y | +29.0% | +113.5% | -84.5% | -4.5% |
| 5Y | +6.1% | +36.7% | -30.6% | -9.0% |
| 10Y | +242.3% | +203.4% | +38.8% | +107.7% |
| All | +33,787.5% | +3,886.7% | +29,900.7% | +5,114.6% |
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