+356.7%
IP vs PNC
+4,099.5%
-3,742.8%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | -5.3% | +1.4% | -6.7% | -5.8% |
| 30D | -10.9% | -3.8% | -7.0% | -9.3% |
| 3M | +11.2% | +9.0% | +2.2% | +6.9% |
| 6M | -10.2% | +16.6% | -26.9% | -16.2% |
| YTD | -2.0% | +20.4% | -22.4% | -10.0% |
| 1Y | -19.1% | +22.3% | -41.4% | -26.3% |
| 3Y | +20.9% | +124.5% | -103.7% | -16.8% |
| 5Y | -17.8% | +54.1% | -71.9% | -34.2% |
| 10Y | +23.5% | +276.3% | -252.7% | -33.9% |
| All | +356.7% | +4,099.5% | -3,742.8% | +9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling