+2,413.6%
IBM vs PNC
+4,099.5%
-1,685.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -0.3% | +1.4% | -1.7% | -0.7% |
| 30D | +0.3% | -3.8% | +4.1% | +1.3% |
| 3M | -21.6% | +9.0% | -30.6% | -23.5% |
| 6M | -4.7% | +16.6% | -21.3% | -8.8% |
| YTD | -19.1% | +20.4% | -39.5% | -23.2% |
| 1Y | -2.5% | +22.3% | -24.8% | -7.9% |
| 3Y | +74.2% | +124.5% | -50.4% | +37.6% |
| 5Y | +113.1% | +54.1% | +59.1% | +83.7% |
| 10Y | +133.5% | +276.3% | -142.7% | +55.6% |
| All | +2,413.6% | +4,099.5% | -1,685.9% | +652.8% |
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 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