+272.7%
PNC vs IAG
+427.6%
-154.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.5% |
| 7D | -0.6% | -1.1% | +0.5% | -0.5% |
| 30D | -4.4% | +12.1% | -16.5% | -4.7% |
| 3M | +5.2% | +25.5% | -20.3% | +4.6% |
| 6M | +20.6% | -7.1% | +27.7% | +20.6% |
| YTD | +19.8% | +22.9% | -3.1% | +18.8% |
| 1Y | +24.4% | +83.3% | -58.9% | +22.2% |
| 3Y | +131.2% | +808.5% | -677.3% | +117.4% |
| 5Y | +53.1% | +838.0% | -784.9% | +42.0% |
| All | +272.7% | +427.6% | -154.9% | +247.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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