+23,761.0%
PH vs PNC
+4,099.5%
+19,661.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -3.1% | +1.4% | -4.5% | -3.6% |
| 30D | -3.2% | -3.8% | +0.6% | -1.7% |
| 3M | +10.6% | +9.0% | +1.6% | +6.6% |
| 6M | -2.1% | +16.6% | -18.8% | -8.2% |
| YTD | +10.2% | +20.4% | -10.2% | +1.8% |
| 1Y | +28.2% | +22.3% | +5.9% | +17.5% |
| 3Y | +134.9% | +124.5% | +10.3% | +68.4% |
| 5Y | +253.6% | +54.1% | +199.6% | +192.3% |
| 10Y | +804.7% | +276.3% | +528.5% | +446.3% |
| All | +23,761.0% | +4,099.5% | +19,661.5% | +6,198.3% |
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