-6.7%
IP vs PNC
+28.8%
-35.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.8% |
| 7D | -0.9% | +1.9% | -2.8% | -2.1% |
| 30D | +6.7% | +6.2% | +0.5% | +2.8% |
| 3M | -16.6% | -8.7% | -7.8% | -11.4% |
| 6M | +6.0% | +9.2% | -3.2% | 0.0% |
| YTD | -10.7% | +14.3% | -25.0% | -19.7% |
| 1Y | -6.7% | +27.7% | -34.4% | -24.1% |
| All | -6.7% | +28.8% | -35.5% | -24.1% |
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