+23.9%
IR vs PNC
+115.4%
-91.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.1% |
| 7D | +1.1% | -0.6% | +1.7% | +1.5% |
| 30D | +7.6% | +5.8% | +1.8% | +3.6% |
| 3M | +0.1% | -7.9% | +8.0% | +5.5% |
| 6M | +14.0% | +10.0% | +4.0% | +6.3% |
| YTD | +7.5% | +14.8% | -7.3% | -2.3% |
| 1Y | +10.1% | +29.7% | -19.5% | -7.3% |
| All | +23.9% | +115.4% | -91.5% | -8.0% |
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