+2,562.9%
IBM vs PNC
+3,908.5%
-1,345.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | +1.6% | +3.1% | -1.5% | +0.7% |
| 30D | +9.2% | +7.6% | +1.6% | +7.0% |
| 3M | +4.9% | -8.1% | +13.1% | +7.4% |
| 6M | +16.8% | +12.6% | +4.2% | +12.9% |
| YTD | -14.3% | +15.0% | -29.2% | -17.6% |
| 1Y | -16.7% | +30.4% | -47.1% | -22.7% |
| 3Y | +82.2% | +116.1% | -33.9% | +45.8% |
| 5Y | +149.9% | +37.5% | +112.5% | +122.3% |
| 10Y | +142.6% | +205.1% | -62.5% | +70.4% |
| All | +2,562.9% | +3,908.5% | -1,345.6% | +707.6% |
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