+336.0%
IR vs PNC
+165.6%
+170.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | +2.5% | +3.1% | -0.5% | +0.6% |
| 30D | +9.2% | +7.6% | +1.5% | +4.2% |
| 3M | +0.9% | -8.1% | +9.1% | +6.2% |
| 6M | +19.2% | +12.6% | +6.6% | +10.3% |
| YTD | +7.5% | +15.0% | -7.5% | -1.7% |
| 1Y | +11.7% | +30.4% | -18.7% | -5.5% |
| 3Y | +23.9% | +116.1% | -92.2% | -23.9% |
| 5Y | +46.4% | +37.5% | +8.9% | +16.3% |
| All | +336.0% | +165.6% | +170.3% | +124.8% |
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