+23,639.3%
PH vs PNC
+3,908.5%
+19,730.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.3% |
| 7D | +4.3% | +3.1% | +1.3% | +3.1% |
| 30D | +0.1% | +7.6% | -7.5% | -2.9% |
| 3M | -9.4% | -8.1% | -1.2% | -6.3% |
| 6M | +8.8% | +12.6% | -3.8% | +3.3% |
| YTD | +9.6% | +15.0% | -5.3% | +3.1% |
| 1Y | +14.4% | +30.4% | -16.0% | +2.1% |
| 3Y | +134.5% | +116.1% | +18.4% | +70.6% |
| 5Y | +204.4% | +37.5% | +167.0% | +163.3% |
| 10Y | +697.3% | +205.1% | +492.2% | +417.2% |
| All | +23,639.3% | +3,908.5% | +19,730.8% | +6,277.5% |
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