+763.1%
PM vs PNC
+603.6%
+159.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | -4.9% | +1.4% | -6.3% | -5.1% |
| 30D | -3.4% | -3.8% | +0.4% | -2.7% |
| 3M | +5.2% | +9.0% | -3.8% | +3.5% |
| 6M | +3.7% | +16.6% | -12.9% | +0.7% |
| YTD | +15.8% | +20.4% | -4.7% | +11.5% |
| 1Y | +17.4% | +22.3% | -5.0% | +12.6% |
| 3Y | +116.9% | +124.5% | -7.6% | +83.3% |
| 5Y | +117.3% | +54.1% | +63.2% | +95.0% |
| 10Y | +193.8% | +276.3% | -82.5% | +121.6% |
| All | +763.1% | +603.6% | +159.6% | +529.5% |
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