+3,979.8%
PNC vs BN
+14,855.3%
-10,875.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | +0.1% |
| 7D | +2.3% | -1.2% | +3.5% | +2.9% |
| 30D | -3.8% | -10.9% | +7.1% | +1.5% |
| 3M | +7.8% | -11.1% | +18.9% | +13.7% |
| 6M | +19.7% | -4.4% | +24.1% | +21.4% |
| YTD | +19.1% | -14.1% | +33.3% | +26.7% |
| 1Y | +23.1% | -11.1% | +34.2% | +28.3% |
| 3Y | +132.1% | +75.6% | +56.6% | +71.8% |
| 5Y | +52.2% | +35.8% | +16.4% | +24.7% |
| 10Y | +271.4% | +261.6% | +9.8% | +95.7% |
| All | +3,979.8% | +14,855.3% | -10,875.5% | +801.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling