+55.7%
PBF vs PNC
+127.7%
-72.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | +1.4% | -0.7% | +2.1% | +1.7% |
| 30D | +15.8% | -4.4% | +20.2% | +18.3% |
| 3M | +90.3% | +4.5% | +85.8% | +85.5% |
| 6M | +102.8% | +19.1% | +83.8% | +82.4% |
| YTD | +187.3% | +18.0% | +169.3% | +158.5% |
| 1Y | +161.8% | +24.1% | +137.8% | +127.5% |
| All | +55.7% | +127.7% | -72.1% | +7.3% |
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 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