+172.8%
PNC vs QS
-43.2%
+216.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.2% |
| 7D | +2.3% | +2.2% | +0.1% | +2.2% |
| 30D | -3.8% | -8.1% | +4.2% | -3.4% |
| 3M | +7.8% | -27.0% | +34.8% | +9.3% |
| 6M | +19.7% | -16.4% | +36.1% | +20.1% |
| YTD | +19.1% | -46.4% | +65.5% | +22.2% |
| 1Y | +23.1% | -41.1% | +64.2% | +24.6% |
| 3Y | +132.1% | -18.6% | +150.8% | +122.0% |
| 5Y | +52.2% | -73.0% | +125.3% | +47.1% |
| All | +172.8% | -43.2% | +216.0% | +158.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling