+3,837.3%
PNC vs BN
+15,531.3%
-11,694.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +1.3% |
| 7D | +3.1% | -1.0% | +4.1% | +3.5% |
| 30D | +7.6% | +14.0% | -6.3% | +1.0% |
| 3M | -8.1% | -9.0% | +0.9% | -4.2% |
| 6M | +12.6% | -8.8% | +21.4% | +16.9% |
| YTD | +15.0% | -10.3% | +25.2% | +19.4% |
| 1Y | +30.4% | -5.8% | +36.2% | +32.3% |
| 3Y | +116.1% | +94.8% | +21.4% | +52.5% |
| 5Y | +37.5% | +31.5% | +6.0% | +14.3% |
| 10Y | +205.1% | +291.9% | -86.8% | +55.0% |
| All | +3,837.3% | +15,531.3% | -11,694.0% | +750.1% |
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