+5,367.1%
O vs PNC
+2,535.3%
+2,831.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | 0.0% |
| 7D | -0.6% | +2.3% | -2.8% | -1.4% |
| 30D | -2.0% | -3.8% | +1.9% | -0.6% |
| 3M | +3.0% | +7.8% | -4.8% | 0.0% |
| 6M | -3.6% | +19.7% | -23.3% | -10.3% |
| YTD | +12.1% | +19.1% | -7.1% | +4.2% |
| 1Y | +8.9% | +23.1% | -14.2% | -0.3% |
| 3Y | +30.3% | +132.1% | -101.8% | -8.5% |
| 5Y | +13.7% | +52.2% | -38.5% | -8.7% |
| 10Y | +50.3% | +271.4% | -221.1% | -18.7% |
| All | +5,367.1% | +2,535.3% | +2,831.8% | +1,456.0% |
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