+52.3%
PNC vs BN
+30.5%
+21.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.6% |
| 7D | -0.9% | -5.9% | +5.0% | +2.2% |
| 30D | -4.4% | -15.1% | +10.6% | +3.9% |
| 3M | +5.3% | -14.6% | +19.9% | +13.9% |
| 6M | +19.6% | -8.4% | +28.0% | +24.0% |
| YTD | +19.1% | -16.8% | +36.0% | +29.3% |
| 1Y | +24.3% | -14.4% | +38.7% | +32.2% |
| 3Y | +132.2% | +70.1% | +62.1% | +65.6% |
| 5Y | +52.3% | +33.5% | +18.8% | +19.7% |
| All | +52.3% | +30.5% | +21.8% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 5y: compounded portfolio wealth divided by compounded BN 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…
5y analysis · Full analysis span regression · 6 months rolling