+5,093.9%
NI vs PNC
+4,015.6%
+1,078.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | +1.3% | -0.7% | +2.0% | +1.4% |
| 30D | -0.3% | -4.4% | +4.1% | +0.6% |
| 3M | -9.5% | +4.5% | -13.9% | -10.3% |
| 6M | -10.2% | +19.1% | -29.3% | -13.5% |
| YTD | +1.8% | +18.0% | -16.2% | -1.9% |
| 1Y | +5.7% | +24.1% | -18.4% | +0.6% |
| 3Y | +69.6% | +130.0% | -60.4% | +41.0% |
| 5Y | +95.8% | +50.4% | +45.4% | +75.2% |
| 10Y | +145.1% | +271.3% | -126.2% | +78.4% |
| All | +5,093.9% | +4,015.6% | +1,078.3% | +2,350.0% |
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 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