+315.0%
PBF vs PNC
+528.4%
-213.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | -0.1% |
| 7D | +6.5% | +3.1% | +3.4% | +3.6% |
| 30D | -20.0% | +7.6% | -27.6% | -25.5% |
| 3M | -3.3% | -8.1% | +4.8% | +3.8% |
| 6M | +76.8% | +12.6% | +64.2% | +55.5% |
| YTD | +168.9% | +15.0% | +154.0% | +126.5% |
| 1Y | +96.4% | +30.4% | +66.0% | +45.5% |
| 3Y | +77.2% | +116.1% | -38.9% | -23.5% |
| 5Y | +417.7% | +37.5% | +380.3% | +229.8% |
| 10Y | +264.7% | +205.1% | +59.6% | +15.3% |
| All | +315.0% | +528.4% | -213.4% | -11.0% |
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