+116.3%
IBM vs PNC
+50.6%
+65.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.4% | -2.8% |
| 7D | -0.3% | -0.9% | +0.6% | 0.0% |
| 30D | -1.8% | -4.4% | +2.6% | -0.4% |
| 3M | -13.5% | +5.3% | -18.7% | -15.0% |
| 6M | -5.1% | +19.6% | -24.7% | -10.8% |
| YTD | -19.4% | +19.1% | -38.5% | -23.8% |
| 1Y | -6.5% | +24.3% | -30.8% | -12.9% |
| 3Y | +73.8% | +132.2% | -58.4% | +32.7% |
| 5Y | +116.3% | +52.3% | +64.0% | +82.4% |
| All | +116.3% | +50.6% | +65.7% | +82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling