+77.2%
PBF vs PNC
+115.6%
-38.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.2% |
| 7D | +6.5% | +3.1% | +3.4% | +4.9% |
| 30D | -20.0% | +7.6% | -27.6% | -23.0% |
| 3M | -3.3% | -8.1% | +4.8% | +0.7% |
| 6M | +76.8% | +12.6% | +64.2% | +64.3% |
| YTD | +168.9% | +15.0% | +154.0% | +143.0% |
| 1Y | +96.4% | +30.4% | +66.0% | +62.2% |
| 3Y | +77.2% | +116.1% | -38.9% | +12.2% |
| All | +77.2% | +115.6% | -38.4% | +12.2% |
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