+1,112.1%
PSX vs PNC
+506.6%
+605.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +4.5% | +1.4% | +3.1% | +3.6% |
| 30D | +26.6% | -3.8% | +30.4% | +29.6% |
| 3M | +39.3% | +9.0% | +30.2% | +31.3% |
| 6M | +56.8% | +16.6% | +40.2% | +40.3% |
| YTD | +101.8% | +20.4% | +81.4% | +76.0% |
| 1Y | +99.6% | +22.3% | +77.3% | +71.6% |
| 3Y | +140.3% | +124.5% | +15.8% | +35.9% |
| 5Y | +339.3% | +54.1% | +285.3% | +208.4% |
| 10Y | +369.9% | +276.3% | +93.6% | +73.6% |
| All | +1,112.1% | +506.6% | +605.5% | +238.8% |
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