+140.8%
PH vs PNC
+133.3%
+7.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | 0.0% |
| 7D | +0.4% | +2.3% | -1.9% | -1.0% |
| 30D | -10.8% | -3.8% | -7.0% | -8.6% |
| 3M | +8.5% | +7.8% | +0.7% | +3.1% |
| 6M | +3.9% | +19.7% | -15.8% | -7.8% |
| YTD | +9.4% | +19.1% | -9.7% | -3.2% |
| 1Y | +26.8% | +23.1% | +3.7% | +9.5% |
| 3Y | +140.8% | +132.1% | +8.7% | +44.7% |
| All | +140.8% | +133.3% | +7.5% | +44.7% |
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 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