+1,143.5%
PNC vs IBN
+1,532.9%
-389.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +1.4% | +1.4% | 0.0% | +1.0% |
| 30D | -3.8% | -0.3% | -3.5% | -3.8% |
| 3M | +9.0% | +17.1% | -8.1% | +4.3% |
| 6M | +16.6% | +3.4% | +13.2% | +15.4% |
| YTD | +20.4% | +2.5% | +17.9% | +19.3% |
| 1Y | +22.3% | -4.2% | +26.5% | +23.2% |
| 3Y | +124.5% | +32.4% | +92.1% | +104.9% |
| 5Y | +54.1% | +59.2% | -5.1% | +33.3% |
| 10Y | +276.3% | +345.7% | -69.4% | +137.5% |
| All | +1,143.5% | +1,532.9% | -389.4% | +462.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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