+704.7%
PNC vs FLR
+587.1%
+117.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.2% | 0.0% |
| 7D | -0.7% | -3.1% | +2.4% | +0.2% |
| 30D | -4.4% | +4.9% | -9.3% | -5.9% |
| 3M | +4.5% | +10.8% | -6.3% | -0.1% |
| 6M | +19.1% | +19.7% | -0.6% | +10.0% |
| YTD | +18.0% | +38.4% | -20.3% | +4.0% |
| 1Y | +24.1% | +34.7% | -10.6% | +9.3% |
| 3Y | +130.0% | +56.7% | +73.4% | +82.7% |
| 5Y | +50.4% | +241.6% | -191.2% | -10.5% |
| 10Y | +271.3% | +20.2% | +251.1% | +144.7% |
| All | +704.7% | +587.1% | +117.6% | +248.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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