+323.5%
IP vs PNC
+3,789.2%
-3,465.8%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +1.1% |
| 7D | -5.1% | -1.1% | -4.0% | -4.6% |
| 30D | +8.5% | +4.5% | +4.0% | +6.4% |
| 3M | -13.8% | -10.0% | -3.8% | -9.7% |
| 6M | +5.7% | +3.1% | +2.7% | +4.2% |
| YTD | -9.1% | +11.5% | -20.7% | -13.6% |
| 1Y | -0.8% | +27.3% | -28.1% | -11.2% |
| 3Y | +14.8% | +106.4% | -91.6% | -17.7% |
| 5Y | -11.5% | +31.1% | -42.7% | -23.9% |
| 10Y | +27.9% | +231.3% | -203.4% | -27.7% |
| All | +323.5% | +3,789.2% | -3,465.8% | +4.8% |
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 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