+24.4%
IOT vs PNC
+131.1%
-106.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -4.5% | -0.6% | -4.0% | -4.2% |
| 30D | -2.4% | -4.4% | +2.0% | 0.0% |
| 3M | +19.0% | +5.2% | +13.7% | +15.1% |
| 6M | +19.6% | +20.6% | -1.0% | +5.4% |
| YTD | +8.3% | +19.8% | -11.5% | -5.5% |
| 1Y | -0.8% | +24.4% | -25.2% | -16.0% |
| 3Y | +24.4% | +131.2% | -106.8% | -40.6% |
| All | +24.4% | +131.1% | -106.7% | -40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling