+75.7%
PNC vs FBTC
+59.7%
+16.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.1% |
| 7D | -0.9% | -5.8% | +4.9% | -0.2% |
| 30D | -4.4% | +21.4% | -25.8% | -6.8% |
| 3M | +5.3% | +24.5% | -19.2% | +2.2% |
| 6M | +19.6% | +9.9% | +9.7% | +17.7% |
| YTD | +19.1% | -12.0% | +31.2% | +20.2% |
| 1Y | +24.3% | -32.3% | +56.7% | +30.0% |
| All | +75.7% | +59.7% | +16.0% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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