+2,240.3%
PNC vs IT
+6,105.9%
-3,865.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +1.3% |
| 7D | +1.4% | -6.0% | +7.4% | +2.9% |
| 30D | -3.8% | 0.0% | -3.8% | -4.1% |
| 3M | +9.0% | +13.1% | -4.1% | +3.9% |
| 6M | +16.6% | +11.7% | +5.0% | +10.5% |
| YTD | +20.4% | -26.1% | +46.5% | +25.0% |
| 1Y | +22.3% | -21.3% | +43.6% | +24.3% |
| 3Y | +124.5% | -46.7% | +171.3% | +147.2% |
| 5Y | +54.1% | -40.5% | +94.6% | +62.8% |
| 10Y | +276.3% | +103.9% | +172.4% | +191.1% |
| All | +2,240.3% | +6,105.9% | -3,865.6% | +816.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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