+964.4%
PAAS vs PNC
+2,287.9%
-1,323.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | +4.2% | +0.8% | +3.4% | +4.1% |
| 30D | -13.8% | +6.5% | -20.3% | -14.3% |
| 3M | -22.7% | -7.3% | -15.4% | -22.2% |
| 6M | -32.1% | +8.5% | -40.6% | -32.6% |
| YTD | -22.3% | +14.5% | -36.7% | -23.3% |
| 1Y | +7.7% | +29.1% | -21.4% | +5.1% |
| 3Y | +214.0% | +113.7% | +100.3% | +192.0% |
| 5Y | +63.2% | +35.7% | +27.5% | +56.6% |
| 10Y | +185.5% | +203.7% | -18.1% | +153.1% |
| All | +964.4% | +2,287.9% | -1,323.6% | +870.3% |
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