+272.7%
PNC vs IRM
+440.8%
-168.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.2% |
| 7D | -0.6% | -1.4% | +0.9% | 0.0% |
| 30D | -4.4% | -7.4% | +3.0% | -1.8% |
| 3M | +5.2% | -7.4% | +12.6% | +7.7% |
| 6M | +20.6% | +8.7% | +12.0% | +15.8% |
| YTD | +19.8% | +40.9% | -21.2% | +3.5% |
| 1Y | +24.4% | +20.5% | +3.9% | +13.5% |
| 3Y | +131.2% | +101.7% | +29.5% | +63.9% |
| 5Y | +53.1% | +197.7% | -144.6% | -9.8% |
| All | +272.7% | +440.8% | -168.1% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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