+81.0%
PNC vs BOXX
+18.5%
+62.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.6% | +0.1% | -0.6% | -0.6% |
| 30D | -4.4% | +0.3% | -4.7% | -4.7% |
| 3M | +5.2% | +1.0% | +4.2% | +4.2% |
| 6M | +20.6% | +1.9% | +18.7% | +18.7% |
| YTD | +19.8% | +2.7% | +17.1% | +17.2% |
| 1Y | +24.4% | +4.0% | +20.4% | +20.5% |
| 3Y | +131.2% | +14.7% | +116.6% | +148.2% |
| All | +81.0% | +18.5% | +62.6% | +144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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