+50.4%
PNC vs FFIV
+100.0%
-49.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -2.2% |
| 7D | -0.7% | +3.5% | -4.2% | -1.9% |
| 30D | -4.4% | -1.3% | -3.1% | -4.2% |
| 3M | +4.5% | +2.4% | +2.1% | +3.0% |
| 6M | +19.1% | +41.8% | -22.8% | +3.2% |
| YTD | +18.0% | +58.5% | -40.5% | -2.7% |
| 1Y | +24.1% | +24.3% | -0.3% | +12.1% |
| 3Y | +130.0% | +152.0% | -22.0% | +52.3% |
| 5Y | +50.4% | +99.1% | -48.7% | +3.8% |
| All | +50.4% | +100.0% | -49.6% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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