+2,015.5%
PNC vs IRM
+9,964.6%
-7,949.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | -0.4% |
| 7D | +1.4% | -0.5% | +1.9% | +1.5% |
| 30D | -3.8% | -8.1% | +4.3% | -1.2% |
| 3M | +9.0% | -9.7% | +18.7% | +12.3% |
| 6M | +16.6% | +10.0% | +6.7% | +12.1% |
| YTD | +20.4% | +43.0% | -22.6% | +5.5% |
| 1Y | +22.3% | +32.7% | -10.3% | +9.2% |
| 3Y | +124.5% | +102.7% | +21.8% | +69.8% |
| 5Y | +54.1% | +187.6% | -133.5% | +2.0% |
| 10Y | +276.3% | +420.1% | -143.8% | +96.9% |
| All | +2,015.5% | +9,964.6% | -7,949.1% | +554.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling