+2,008.4%
PNC vs FDS
+9,502.8%
-7,494.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +1.3% |
| 7D | +1.4% | -1.9% | +3.3% | +2.0% |
| 30D | -3.8% | +9.0% | -12.8% | -6.8% |
| 3M | +9.0% | +18.9% | -9.8% | +1.8% |
| 6M | +16.6% | +35.1% | -18.5% | +3.0% |
| YTD | +20.4% | +5.5% | +14.9% | +14.1% |
| 1Y | +22.3% | -16.8% | +39.1% | +24.5% |
| 3Y | +124.5% | -28.1% | +152.6% | +138.7% |
| 5Y | +54.1% | -17.4% | +71.5% | +54.8% |
| 10Y | +276.3% | +85.4% | +190.8% | +187.6% |
| All | +2,008.4% | +9,502.8% | -7,494.5% | +609.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling