+55.6%
PNC vs FRSH
-72.6%
+128.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.0% |
| 7D | -0.9% | -11.2% | +10.3% | +0.7% |
| 30D | -4.4% | -0.8% | -3.6% | -4.5% |
| 3M | +5.3% | +26.4% | -21.1% | +1.4% |
| 6M | +19.6% | +48.4% | -28.8% | +11.9% |
| YTD | +19.1% | -3.1% | +22.2% | +17.9% |
| 1Y | +24.3% | -8.7% | +33.0% | +24.0% |
| 3Y | +132.2% | -45.8% | +178.0% | +143.2% |
| All | +55.6% | -72.6% | +128.1% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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