+592.7%
PNC vs BAH
+886.2%
-293.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.5% |
| 7D | +1.4% | -3.2% | +4.6% | +2.2% |
| 30D | -3.8% | +2.0% | -5.8% | -4.5% |
| 3M | +9.0% | -7.6% | +16.6% | +10.6% |
| 6M | +16.6% | -5.7% | +22.3% | +17.0% |
| YTD | +20.4% | -11.7% | +32.2% | +21.9% |
| 1Y | +22.3% | -27.4% | +49.7% | +29.9% |
| 3Y | +124.5% | -32.5% | +157.1% | +133.5% |
| 5Y | +54.1% | -3.3% | +57.4% | +40.5% |
| 10Y | +276.3% | +186.0% | +90.3% | +148.0% |
| All | +592.7% | +886.2% | -293.5% | +196.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling