+22.7%
NXT vs PNC
+23.0%
-0.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -1.1% | +1.4% | -2.5% | -1.7% |
| 30D | -15.3% | -3.8% | -11.5% | -14.0% |
| 3M | -43.8% | +9.0% | -52.8% | -46.3% |
| 6M | -18.7% | +16.6% | -35.3% | -25.6% |
| YTD | -3.0% | +20.4% | -23.4% | -12.9% |
| 1Y | +22.7% | +22.3% | +0.4% | +11.9% |
| All | +22.7% | +23.0% | -0.3% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling