+177.4%
NXT vs PNC
+73.2%
+104.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -1.1% | +1.4% | -2.5% | -1.6% |
| 30D | -15.3% | -3.8% | -11.5% | -14.1% |
| 3M | -43.8% | +9.0% | -52.8% | -45.8% |
| 6M | -18.7% | +16.6% | -35.3% | -23.7% |
| YTD | -3.0% | +20.4% | -23.4% | -10.3% |
| 1Y | +22.7% | +22.3% | +0.4% | +12.7% |
| 3Y | +95.9% | +124.5% | -28.6% | +35.8% |
| All | +177.4% | +73.2% | +104.2% | +85.3% |
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