+174.3%
PNC vs FND
+54.9%
+119.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.4% | +1.3% |
| 7D | -0.9% | -5.1% | +4.2% | +0.4% |
| 30D | -4.4% | -22.5% | +18.1% | +2.0% |
| 3M | +5.3% | -5.0% | +10.3% | +5.6% |
| 6M | +19.6% | -21.5% | +41.1% | +25.2% |
| YTD | +19.1% | -23.0% | +42.2% | +24.7% |
| 1Y | +24.3% | -44.9% | +69.2% | +41.8% |
| 3Y | +132.2% | -50.0% | +182.2% | +162.0% |
| 5Y | +52.3% | -63.3% | +115.7% | +77.6% |
| All | +174.3% | +54.9% | +119.3% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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