+134.5%
IBM vs PNC
+277.5%
-143.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.4% | -2.9% |
| 7D | -0.3% | -0.9% | +0.6% | +0.1% |
| 30D | -1.8% | -4.4% | +2.6% | -0.1% |
| 3M | -13.5% | +5.3% | -18.7% | -15.3% |
| 6M | -5.1% | +19.6% | -24.7% | -12.1% |
| YTD | -19.4% | +19.1% | -38.5% | -25.0% |
| 1Y | -6.5% | +24.3% | -30.8% | -14.7% |
| 3Y | +73.8% | +132.2% | -58.4% | +19.9% |
| 5Y | +116.3% | +52.3% | +64.0% | +73.6% |
| All | +134.5% | +277.5% | -143.0% | +26.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling