+629.3%
ON vs PNC
+279.5%
+349.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.5% | +8.0% | +8.1% |
| 7D | +2.4% | -0.6% | +2.9% | +2.8% |
| 30D | -8.6% | -4.4% | -4.2% | -5.4% |
| 3M | -34.3% | +5.2% | -39.6% | -37.3% |
| 6M | +28.5% | +20.6% | +7.9% | +10.1% |
| YTD | +40.6% | +19.8% | +20.8% | +20.4% |
| 1Y | +55.3% | +24.4% | +30.9% | +28.9% |
| 3Y | -22.2% | +131.2% | -153.4% | -60.2% |
| 5Y | +62.4% | +53.1% | +9.3% | +13.2% |
| All | +629.3% | +279.5% | +349.8% | +198.7% |
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