+3,280.0%
PFE vs PNC
+4,099.5%
-819.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +1.8% | +1.4% | +0.4% | +1.4% |
| 30D | +10.2% | -3.8% | +14.1% | +11.2% |
| 3M | +12.7% | +9.0% | +3.7% | +10.2% |
| 6M | +10.5% | +16.6% | -6.1% | +6.3% |
| YTD | +20.2% | +20.4% | -0.3% | +14.4% |
| 1Y | +24.1% | +22.3% | +1.7% | +17.6% |
| 3Y | -3.6% | +124.5% | -128.1% | -21.8% |
| 5Y | -20.9% | +54.1% | -74.9% | -31.1% |
| 10Y | +35.8% | +276.3% | -240.4% | -8.5% |
| All | +3,280.0% | +4,099.5% | -819.6% | +970.6% |
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