+26.5%
IP vs PNC
+226.6%
-200.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +1.2% |
| 7D | -5.1% | -1.1% | -4.0% | -4.4% |
| 30D | +8.5% | +4.5% | +4.0% | +5.7% |
| 3M | -13.8% | -10.0% | -3.8% | -8.3% |
| 6M | +5.7% | +3.1% | +2.7% | +3.6% |
| YTD | -9.1% | +11.5% | -20.7% | -15.3% |
| 1Y | -0.8% | +27.3% | -28.1% | -14.6% |
| 3Y | +14.8% | +106.4% | -91.6% | -27.3% |
| 5Y | -11.5% | +31.1% | -42.7% | -28.2% |
| All | +26.5% | +226.6% | -200.1% | -40.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling