+38.2%
PNC vs IRE
-84.4%
+122.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +14.0% | -13.8% | 0.0% |
| 7D | +1.4% | +54.8% | -53.4% | +0.9% |
| 30D | -3.8% | +18.4% | -22.2% | -4.1% |
| 3M | +9.0% | -66.7% | +75.8% | +9.9% |
| 6M | +16.6% | -52.3% | +69.0% | +15.5% |
| YTD | +20.4% | -52.3% | +72.7% | +17.9% |
| All | +38.2% | -84.4% | +122.6% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling