+36.7%
PNC vs FDS
-23.2%
+60.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | +1.9% | -2.6% | +4.5% | +2.4% |
| 30D | +6.2% | +14.1% | -7.8% | +3.1% |
| 3M | -8.7% | +19.8% | -28.5% | -12.7% |
| 6M | +9.2% | +55.0% | -45.8% | -3.3% |
| YTD | +14.3% | +15.9% | -1.6% | +10.3% |
| 1Y | +27.7% | +24.2% | +3.5% | +19.3% |
| 3Y | +113.5% | -24.0% | +137.5% | +142.5% |
| 5Y | +36.7% | -23.3% | +60.1% | +46.7% |
| All | +36.7% | -23.2% | +60.0% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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