+895.1%
PNC vs IAG
+368.9%
+526.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -1.0% |
| 7D | +2.3% | +4.3% | -2.0% | +2.1% |
| 30D | -3.8% | +9.8% | -13.6% | -4.1% |
| 3M | +7.8% | +28.9% | -21.1% | +6.8% |
| 6M | +19.7% | -7.6% | +27.3% | +19.6% |
| YTD | +19.1% | +22.0% | -2.8% | +17.8% |
| 1Y | +23.1% | +99.5% | -76.4% | +19.6% |
| 3Y | +132.1% | +818.3% | -686.1% | +112.3% |
| 5Y | +52.2% | +785.9% | -733.7% | +37.5% |
| 10Y | +271.4% | +381.1% | -109.7% | +233.1% |
| All | +895.1% | +368.9% | +526.3% | +756.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling