+1,641.2%
PBR vs PNC
+812.0%
+829.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | +0.3% | -0.7% | +1.1% | +0.6% |
| 30D | +17.5% | -4.4% | +21.9% | +19.7% |
| 3M | +20.9% | +4.5% | +16.4% | +18.0% |
| 6M | +20.2% | +19.1% | +1.2% | +9.9% |
| YTD | +84.3% | +18.0% | +66.3% | +68.1% |
| 1Y | +77.1% | +24.1% | +53.1% | +57.4% |
| 3Y | +100.8% | +130.0% | -29.2% | +29.1% |
| 5Y | +556.1% | +50.4% | +505.7% | +400.9% |
| 10Y | +676.1% | +271.3% | +404.8% | +302.3% |
| All | +1,641.2% | +812.0% | +829.1% | +481.7% |
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