+352.7%
PNC vs USFR
+27.6%
+325.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +2.3% | +0.1% | +2.2% | +2.2% |
| 30D | -3.8% | +0.3% | -4.1% | -4.0% |
| 3M | +7.8% | +1.0% | +6.8% | +7.2% |
| 6M | +19.7% | +1.9% | +17.8% | +18.4% |
| YTD | +19.1% | +2.7% | +16.5% | +17.3% |
| 1Y | +23.1% | +4.0% | +19.1% | +20.3% |
| 3Y | +132.1% | +14.0% | +118.1% | +115.0% |
| 5Y | +52.2% | +20.4% | +31.8% | +36.1% |
| 10Y | +271.4% | +28.1% | +243.4% | +221.4% |
| All | +352.7% | +27.6% | +325.1% | +282.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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