+521.1%
PNC vs QID
-100.0%
+621.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.0% |
| 7D | +2.3% | -2.7% | +5.0% | +1.1% |
| 30D | -3.8% | +1.8% | -5.6% | -3.0% |
| 3M | +7.8% | -2.2% | +10.0% | +7.5% |
| 6M | +19.7% | -32.1% | +51.8% | +2.0% |
| YTD | +19.1% | -28.6% | +47.7% | +4.3% |
| 1Y | +23.1% | -36.3% | +59.5% | +3.0% |
| 3Y | +132.1% | -74.4% | +206.5% | +39.5% |
| 5Y | +52.2% | -80.8% | +133.0% | -6.7% |
| 10Y | +271.4% | -99.1% | +370.5% | -41.0% |
| All | +521.1% | -100.0% | +621.1% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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