+47.6%
ON vs PNC
+32.8%
+14.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.6% | -2.7% |
| 7D | -5.8% | +2.3% | -8.1% | -6.8% |
| 30D | -17.1% | +7.0% | -24.0% | -19.7% |
| 3M | -11.8% | -7.3% | -4.5% | -8.8% |
| 6M | -30.2% | +8.9% | -39.1% | -33.4% |
| YTD | +31.6% | +15.5% | +16.0% | +12.3% |
| 1Y | +47.6% | +31.8% | +15.8% | +3.6% |
| All | +47.6% | +32.8% | +14.8% | +3.6% |
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