+3,449.8%
PFE vs PNC
+3,903.5%
-453.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -3.0% | -0.6% | -2.3% | -2.8% |
| 30D | +5.2% | +5.8% | -0.6% | +3.8% |
| 3M | +12.2% | -7.9% | +20.2% | +14.3% |
| 6M | +17.8% | +10.0% | +7.8% | +14.9% |
| YTD | +26.2% | +14.8% | +11.4% | +21.5% |
| 1Y | +23.2% | +29.7% | -6.5% | +15.1% |
| 3Y | +21.3% | +114.4% | -93.1% | -0.6% |
| 5Y | -23.1% | +36.0% | -59.1% | -31.0% |
| 10Y | +50.7% | +204.7% | -154.0% | +6.6% |
| All | +3,449.8% | +3,903.5% | -453.6% | +1,036.5% |
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