+3,382.3%
PFE vs PNC
+3,908.5%
-526.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -1.7% | +3.1% | -4.8% | -2.4% |
| 30D | +0.3% | +7.6% | -7.3% | -1.4% |
| 3M | +9.4% | -8.1% | +17.5% | +11.5% |
| 6M | +14.9% | +12.6% | +2.3% | +11.4% |
| YTD | +23.8% | +15.0% | +8.8% | +19.1% |
| 1Y | +19.5% | +30.4% | -10.9% | +11.6% |
| 3Y | +21.0% | +116.1% | -95.1% | -1.0% |
| 5Y | -23.9% | +37.5% | -61.3% | -31.9% |
| 10Y | +47.8% | +205.1% | -157.3% | +4.5% |
| All | +3,382.3% | +3,908.5% | -526.1% | +1,014.6% |
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