+330.8%
PBF vs PNC
+558.3%
-227.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.5% |
| 7D | +4.3% | +1.4% | +2.9% | +2.9% |
| 30D | +22.0% | -3.8% | +25.8% | +26.3% |
| 3M | +74.5% | +9.0% | +65.5% | +59.9% |
| 6M | +67.7% | +16.6% | +51.0% | +41.6% |
| YTD | +179.2% | +20.4% | +158.8% | +126.7% |
| 1Y | +170.0% | +22.3% | +147.7% | +113.8% |
| 3Y | +66.4% | +124.5% | -58.2% | -31.1% |
| 5Y | +764.5% | +54.1% | +710.4% | +394.4% |
| 10Y | +358.5% | +276.3% | +82.3% | +24.8% |
| All | +330.8% | +558.3% | -227.5% | -10.9% |
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