+794.7%
PNC vs A
+543.3%
+251.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +3.1% | -0.5% | +3.5% | +3.2% |
| 30D | +7.6% | 0.0% | +7.7% | +7.6% |
| 3M | -8.1% | +16.7% | -24.8% | -12.5% |
| 6M | +12.6% | +54.8% | -42.2% | -1.9% |
| YTD | +15.0% | +28.8% | -13.9% | +5.3% |
| 1Y | +30.4% | +19.3% | +11.1% | +22.0% |
| 3Y | +116.1% | +65.5% | +50.6% | +81.5% |
| 5Y | +37.5% | +12.1% | +25.4% | +27.4% |
| 10Y | +205.1% | +305.4% | -100.3% | +99.4% |
| All | +794.7% | +543.3% | +251.4% | +357.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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