-19.1%
IP vs PNC
+23.0%
-42.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | -5.3% | +1.4% | -6.7% | -6.0% |
| 30D | -10.9% | -3.8% | -7.0% | -8.8% |
| 3M | +11.2% | +9.0% | +2.2% | +5.8% |
| 6M | -10.2% | +16.6% | -26.9% | -18.1% |
| YTD | -2.0% | +20.4% | -22.4% | -12.0% |
| 1Y | -19.1% | +22.3% | -41.4% | -29.1% |
| All | -19.1% | +23.0% | -42.1% | -29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling