+130.1%
PNC vs HBM
+460.9%
-330.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.5% | +8.5% | +1.8% |
| 7D | -0.9% | -3.7% | +2.8% | -0.6% |
| 30D | -4.4% | -3.7% | -0.8% | -4.2% |
| 3M | +5.3% | +8.0% | -2.7% | +3.5% |
| 6M | +19.6% | +15.8% | +3.8% | +15.2% |
| YTD | +19.1% | +34.4% | -15.2% | +11.0% |
| 1Y | +24.3% | +98.2% | -73.8% | +7.9% |
| All | +130.1% | +460.9% | -330.8% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling