+51.2%
JNJ vs PNC
+32.8%
+18.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.8% | +2.1% | +3.6% |
| 7D | +1.9% | +2.3% | -0.3% | +1.7% |
| 30D | +9.2% | +7.0% | +2.3% | +8.6% |
| 3M | +8.9% | -7.3% | +16.2% | +9.0% |
| 6M | +24.6% | +8.9% | +15.7% | +24.4% |
| YTD | +35.7% | +15.5% | +20.1% | +35.0% |
| 1Y | +51.2% | +31.8% | +19.4% | +53.2% |
| All | +51.2% | +32.8% | +18.4% | +53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling