+194.3%
NOK vs PNC
+131.1%
+63.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.7% |
| 7D | +11.0% | -0.6% | +11.5% | +11.1% |
| 30D | +7.8% | -4.4% | +12.2% | +9.2% |
| 3M | -21.0% | +5.2% | -26.2% | -22.1% |
| 6M | +40.9% | +20.6% | +20.2% | +33.1% |
| YTD | +72.0% | +19.8% | +52.3% | +62.4% |
| 1Y | +140.9% | +24.4% | +116.5% | +124.6% |
| 3Y | +194.3% | +131.2% | +63.0% | +111.1% |
| All | +194.3% | +131.1% | +63.1% | +111.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling