+63.9%
META vs PNC
+52.4%
+11.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | 0.0% |
| 7D | +6.0% | +2.3% | +3.8% | +4.9% |
| 30D | +3.6% | -3.8% | +7.4% | +5.5% |
| 3M | +4.9% | +7.8% | -2.9% | +1.2% |
| 6M | -4.7% | +19.7% | -24.4% | -12.7% |
| YTD | -6.9% | +19.1% | -26.0% | -14.8% |
| 1Y | -18.2% | +23.1% | -41.3% | -26.6% |
| 3Y | +107.8% | +132.1% | -24.4% | +30.1% |
| 5Y | +63.9% | +52.2% | +11.7% | +35.5% |
| All | +63.9% | +52.4% | +11.5% | +35.5% |
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