+1,286.6%
PNC vs HBM
+654.4%
+632.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.8% | -6.8% | -2.2% |
| 7D | +2.3% | +7.4% | -5.1% | +0.8% |
| 30D | -3.8% | +5.1% | -8.9% | -5.0% |
| 3M | +7.8% | +11.1% | -3.3% | +4.3% |
| 6M | +19.7% | +30.2% | -10.5% | +10.6% |
| YTD | +19.1% | +46.2% | -27.1% | +6.4% |
| 1Y | +23.1% | +120.0% | -96.9% | +0.3% |
| 3Y | +132.1% | +527.4% | -395.3% | +45.1% |
| 5Y | +52.2% | +400.4% | -348.2% | -5.7% |
| 10Y | +271.4% | +621.5% | -350.1% | +76.7% |
| All | +1,286.6% | +654.4% | +632.2% | +186.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling