+102.6%
PBR vs PNC
+131.1%
-28.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -0.9% |
| 7D | +5.4% | -0.6% | +5.9% | +5.5% |
| 30D | +22.9% | -4.4% | +27.3% | +23.8% |
| 3M | +19.6% | +5.2% | +14.4% | +18.1% |
| 6M | +16.5% | +20.6% | -4.2% | +11.6% |
| YTD | +86.7% | +19.8% | +66.9% | +78.1% |
| 1Y | +74.7% | +24.4% | +50.3% | +64.8% |
| 3Y | +102.6% | +131.2% | -28.7% | +61.3% |
| All | +102.6% | +131.1% | -28.5% | +61.3% |
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