+1,428.5%
IBKR vs PNC
+463.7%
+964.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | -1.3% | -0.6% | -0.8% | -1.1% |
| 30D | -0.2% | -4.4% | +4.2% | +1.7% |
| 3M | +3.0% | +5.2% | -2.3% | +0.6% |
| 6M | +33.9% | +20.6% | +13.2% | +23.2% |
| YTD | +42.5% | +19.8% | +22.7% | +31.6% |
| 1Y | +44.9% | +24.4% | +20.4% | +31.4% |
| 3Y | +293.0% | +131.2% | +161.8% | +170.8% |
| 5Y | +497.7% | +53.1% | +444.5% | +384.0% |
| 10Y | +1,004.4% | +276.8% | +727.6% | +499.3% |
| All | +1,428.5% | +463.7% | +964.9% | +499.4% |
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