+14,004.2%
PSA vs PNC
+4,053.5%
+9,950.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | -0.4% | +2.3% | -2.7% | -1.2% |
| 30D | -8.2% | -3.8% | -4.3% | -7.0% |
| 3M | -2.1% | +7.8% | -9.9% | -4.7% |
| 6M | -0.2% | +19.7% | -19.9% | -6.2% |
| YTD | +18.5% | +19.1% | -0.6% | +11.3% |
| 1Y | +6.6% | +23.1% | -16.5% | -1.2% |
| 3Y | +24.5% | +132.1% | -107.7% | -8.5% |
| 5Y | +13.6% | +52.2% | -38.6% | -6.0% |
| 10Y | +102.0% | +271.4% | -169.4% | +11.6% |
| All | +14,004.2% | +4,053.5% | +9,950.7% | +4,287.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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