+482.1%
PNC vs BR
+1,281.7%
-799.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | -0.7% | -5.0% | +4.3% | +2.2% |
| 30D | -4.4% | -2.5% | -1.9% | -3.4% |
| 3M | +4.5% | +13.5% | -9.0% | -4.0% |
| 6M | +19.1% | -9.4% | +28.5% | +23.5% |
| YTD | +18.0% | -23.3% | +41.3% | +33.6% |
| 1Y | +24.1% | -31.6% | +55.7% | +50.3% |
| 3Y | +130.0% | -5.1% | +135.1% | +126.0% |
| 5Y | +50.4% | +8.2% | +42.2% | +32.8% |
| 10Y | +271.3% | +189.8% | +81.4% | +70.2% |
| All | +482.1% | +1,281.7% | -799.6% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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