+291.3%
IR vs PNC
+178.3%
+113.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -2.8% | +1.4% | -4.2% | -3.7% |
| 30D | -15.1% | -3.8% | -11.3% | -13.1% |
| 3M | +6.1% | +9.0% | -3.0% | +0.3% |
| 6M | -16.8% | +16.6% | -33.5% | -24.4% |
| YTD | -3.5% | +20.4% | -24.0% | -14.1% |
| 1Y | -3.5% | +22.3% | -25.8% | -15.1% |
| 3Y | +9.5% | +124.5% | -115.1% | -34.5% |
| 5Y | +45.1% | +54.1% | -9.0% | +7.2% |
| All | +291.3% | +178.3% | +113.0% | +96.4% |
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