+154.6%
JPM vs PNC
+50.6%
+104.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.9% |
| 7D | -2.3% | -0.9% | -1.5% | -1.8% |
| 30D | -2.3% | -4.4% | +2.1% | +0.5% |
| 3M | +14.9% | +5.3% | +9.6% | +11.1% |
| 6M | +23.6% | +19.6% | +4.1% | +10.2% |
| YTD | +11.3% | +19.1% | -7.9% | -0.7% |
| 1Y | +19.9% | +24.3% | -4.4% | +3.9% |
| 3Y | +162.6% | +132.2% | +30.4% | +53.2% |
| 5Y | +154.6% | +52.3% | +102.3% | +95.0% |
| All | +154.6% | +50.6% | +104.0% | +95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling