+11,024.8%
JPM vs PNC
+4,053.5%
+6,971.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.6% |
| 7D | -0.4% | +2.3% | -2.7% | -2.1% |
| 30D | -1.1% | -3.8% | +2.7% | +1.8% |
| 3M | +14.1% | +7.8% | +6.3% | +7.7% |
| 6M | +23.3% | +19.7% | +3.6% | +7.3% |
| YTD | +11.3% | +19.1% | -7.8% | -3.0% |
| 1Y | +23.0% | +23.1% | -0.1% | +4.1% |
| 3Y | +162.6% | +132.1% | +30.4% | +34.1% |
| 5Y | +152.8% | +52.2% | +100.5% | +72.5% |
| 10Y | +583.6% | +271.4% | +312.2% | +131.5% |
| All | +11,024.8% | +4,053.5% | +6,971.3% | +525.7% |
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