+1,564.8%
QQQ vs PNC
+906.4%
+658.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | +1.0% | -0.7% | +1.7% | +1.2% |
| 30D | -0.6% | -4.4% | +3.8% | +0.8% |
| 3M | +1.3% | +4.5% | -3.2% | -0.3% |
| 6M | +18.1% | +19.1% | -0.9% | +11.1% |
| YTD | +16.9% | +18.0% | -1.1% | +10.0% |
| 1Y | +24.0% | +24.1% | -0.1% | +14.6% |
| 3Y | +95.6% | +130.0% | -34.4% | +45.6% |
| 5Y | +94.5% | +50.4% | +44.1% | +64.5% |
| 10Y | +571.7% | +271.3% | +300.4% | +303.0% |
| All | +1,564.8% | +906.4% | +658.4% | +466.5% |
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