+273.7%
IR vs PNC
+176.8%
+96.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.5% |
| 7D | -4.5% | -0.6% | -3.9% | -4.2% |
| 30D | -13.9% | -4.4% | -9.5% | -11.5% |
| 3M | -0.3% | +5.2% | -5.6% | -3.6% |
| 6M | -14.3% | +20.6% | -35.0% | -23.8% |
| YTD | -7.9% | +19.8% | -27.6% | -17.7% |
| 1Y | -9.9% | +24.4% | -34.3% | -21.5% |
| 3Y | +6.5% | +131.2% | -124.7% | -37.3% |
| 5Y | +34.0% | +53.1% | -19.1% | -0.6% |
| All | +273.7% | +176.8% | +96.9% | +88.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling