+172.1%
NXT vs PNC
+72.3%
+99.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | -1.9% | -0.6% | -1.4% | -1.7% |
| 30D | -20.0% | -4.4% | -15.7% | -18.7% |
| 3M | -30.7% | +5.2% | -36.0% | -32.3% |
| 6M | -29.0% | +20.6% | -49.6% | -34.2% |
| YTD | -4.8% | +19.8% | -24.6% | -11.8% |
| 1Y | +22.8% | +24.4% | -1.6% | +12.0% |
| 3Y | +93.9% | +131.2% | -37.3% | +33.4% |
| All | +172.1% | +72.3% | +99.9% | +82.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling