+296.8%
PNC vs QSR
+205.8%
+91.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -0.6% | -4.0% | +3.5% | +1.1% |
| 30D | -4.4% | +2.8% | -7.1% | -5.6% |
| 3M | +5.2% | +5.1% | +0.1% | +2.6% |
| 6M | +20.6% | +8.8% | +11.8% | +15.5% |
| YTD | +19.8% | +14.8% | +4.9% | +11.6% |
| 1Y | +24.4% | +25.7% | -1.3% | +11.1% |
| 3Y | +131.2% | +27.5% | +103.7% | +101.2% |
| 5Y | +53.1% | +41.3% | +11.9% | +25.8% |
| 10Y | +276.8% | +133.8% | +142.9% | +143.4% |
| All | +296.8% | +205.8% | +91.0% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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