+22.1%
IP vs PNC
+115.4%
-93.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.5% |
| 7D | -2.8% | -0.6% | -2.2% | -2.4% |
| 30D | +9.2% | +5.8% | +3.4% | +5.5% |
| 3M | -16.1% | -7.9% | -8.2% | -11.9% |
| 6M | +9.6% | +10.0% | -0.4% | +3.3% |
| YTD | -8.8% | +14.8% | -23.6% | -16.5% |
| 1Y | -5.5% | +29.7% | -35.2% | -19.6% |
| All | +22.1% | +115.4% | -93.3% | -25.8% |
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