+1,269.9%
PAAS vs PNC
+2,412.5%
-1,142.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.4% |
| 7D | -2.9% | +1.4% | -4.3% | -3.0% |
| 30D | +6.8% | -3.8% | +10.6% | +7.2% |
| 3M | -2.9% | +9.0% | -11.9% | -3.7% |
| 6M | -16.4% | +16.6% | -33.1% | -17.7% |
| YTD | 0.0% | +20.4% | -20.4% | -1.8% |
| 1Y | +54.3% | +22.3% | +32.0% | +51.2% |
| 3Y | +230.7% | +124.5% | +106.1% | +206.0% |
| 5Y | +111.6% | +54.1% | +57.6% | +100.9% |
| 10Y | +211.7% | +276.3% | -64.6% | +171.5% |
| All | +1,269.9% | +2,412.5% | -1,142.6% | +1,142.9% |
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