+1,700.7%
NOK vs PNC
+2,233.5%
-532.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.4% |
| 7D | +9.3% | -0.7% | +10.1% | +9.6% |
| 30D | +17.9% | -4.4% | +22.3% | +20.0% |
| 3M | -22.3% | +4.5% | -26.8% | -23.8% |
| 6M | +36.4% | +19.1% | +17.3% | +26.3% |
| YTD | +66.3% | +18.0% | +48.3% | +54.1% |
| 1Y | +134.4% | +24.1% | +110.4% | +111.8% |
| 3Y | +186.6% | +130.0% | +56.6% | +96.3% |
| 5Y | +102.7% | +50.4% | +52.3% | +63.6% |
| 10Y | +129.8% | +271.3% | -141.5% | +17.7% |
| All | +1,700.7% | +2,233.5% | -532.8% | +211.5% |
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 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