+192.5%
JNJ vs PNC
+279.5%
-87.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -3.5% | -0.6% | -3.0% | -3.4% |
| 30D | +2.3% | -4.4% | +6.7% | +3.2% |
| 3M | +12.0% | +5.2% | +6.7% | +10.8% |
| 6M | +10.5% | +20.6% | -10.2% | +6.2% |
| YTD | +30.4% | +19.8% | +10.6% | +25.2% |
| 1Y | +52.1% | +24.4% | +27.7% | +44.7% |
| 3Y | +77.8% | +131.2% | -53.4% | +45.6% |
| 5Y | +82.9% | +53.1% | +29.8% | +61.8% |
| All | +192.5% | +279.5% | -87.0% | +105.3% |
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