+272.7%
PNC vs HBM
+619.2%
-346.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -0.6% | -3.3% | +2.7% | -0.1% |
| 30D | -4.4% | -4.8% | +0.4% | -3.9% |
| 3M | +5.2% | -0.4% | +5.7% | +4.2% |
| 6M | +20.6% | +17.9% | +2.8% | +13.9% |
| YTD | +19.8% | +33.7% | -13.9% | +9.2% |
| 1Y | +24.4% | +95.6% | -71.2% | +4.2% |
| 3Y | +131.2% | +458.1% | -326.9% | +49.0% |
| 5Y | +53.1% | +329.0% | -275.9% | -1.4% |
| All | +272.7% | +619.2% | -346.5% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling