+130.1%
PNC vs QS
-26.0%
+156.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.7% | +1.0% |
| 7D | -0.9% | -5.0% | +4.1% | -0.5% |
| 30D | -4.4% | -18.3% | +13.9% | -3.1% |
| 3M | +5.3% | -26.0% | +31.3% | +7.1% |
| 6M | +19.6% | -24.0% | +43.6% | +20.8% |
| YTD | +19.1% | -50.3% | +69.4% | +24.0% |
| 1Y | +24.3% | -38.0% | +62.3% | +25.3% |
| All | +130.1% | -26.0% | +156.1% | +109.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 3y: compounded portfolio wealth divided by compounded QS 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…
3y analysis · Full analysis span regression · 6 months rolling