-13.6%
IP vs PNC
+36.8%
-50.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.1% |
| 7D | -0.3% | +3.1% | -3.4% | -1.9% |
| 30D | +7.9% | +7.6% | +0.3% | +3.7% |
| 3M | -15.3% | -8.1% | -7.2% | -11.4% |
| 6M | +10.5% | +12.6% | -2.1% | +3.5% |
| YTD | -9.4% | +15.0% | -24.3% | -16.2% |
| 1Y | -4.6% | +30.4% | -35.0% | -17.6% |
| 3Y | +21.2% | +116.1% | -94.9% | -19.6% |
| All | -13.6% | +36.8% | -50.4% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling