+46.9%
PM vs PNC
+32.8%
+14.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.4% |
| 7D | +4.3% | +2.3% | +2.0% | +4.1% |
| 30D | +11.5% | +7.0% | +4.5% | +11.0% |
| 3M | +13.0% | -7.3% | +20.3% | +13.4% |
| 6M | +25.9% | +8.9% | +17.0% | +25.9% |
| YTD | +34.0% | +15.5% | +18.5% | +31.5% |
| 1Y | +46.9% | +31.8% | +15.1% | +40.5% |
| All | +46.9% | +32.8% | +14.1% | +40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling