-27.5%
ON vs PNC
+127.7%
-155.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.5% |
| 7D | -1.9% | -0.7% | -1.1% | -1.3% |
| 30D | -11.0% | -4.4% | -6.6% | -8.1% |
| 3M | -39.3% | +4.5% | -43.8% | -41.6% |
| 6M | +19.8% | +19.1% | +0.8% | +3.6% |
| YTD | +31.1% | +18.0% | +13.1% | +13.0% |
| 1Y | +46.0% | +24.1% | +21.9% | +20.6% |
| All | -27.5% | +127.7% | -155.2% | -56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling