+199.0%
PNC vs BAH
+198.8%
+0.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +3.1% | +1.7% | +1.4% | +2.7% |
| 30D | +7.6% | +20.8% | -13.1% | +2.8% |
| 3M | -8.1% | +11.6% | -19.7% | -10.8% |
| 6M | +12.6% | +23.1% | -10.5% | +6.0% |
| YTD | +15.0% | +5.3% | +9.7% | +11.2% |
| 1Y | +30.4% | +6.1% | +24.3% | +25.6% |
| 3Y | +116.1% | -27.5% | +143.6% | +121.1% |
| 5Y | +37.5% | +6.2% | +31.3% | +20.3% |
| All | +199.0% | +198.8% | +0.2% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling