+1,124.6%
IJR vs PNC
+1,042.7%
+81.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.8% | -1.3% |
| 7D | -2.3% | -0.9% | -1.4% | -2.0% |
| 30D | -4.7% | -4.4% | -0.3% | -2.9% |
| 3M | +2.1% | +5.3% | -3.1% | -0.2% |
| 6M | +13.9% | +19.6% | -5.7% | +5.3% |
| YTD | +18.2% | +19.1% | -0.9% | +9.3% |
| 1Y | +21.8% | +24.3% | -2.5% | +10.5% |
| 3Y | +52.2% | +132.2% | -80.0% | +6.1% |
| 5Y | +40.1% | +52.3% | -12.2% | +14.6% |
| 10Y | +169.7% | +274.8% | -105.2% | +52.1% |
| All | +1,124.6% | +1,042.7% | +81.9% | +292.5% |
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