+1,419.7%
RF vs PNC
+3,903.5%
-2,483.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | -1.3% | -0.6% | -0.7% | -0.9% |
| 30D | +4.6% | +5.8% | -1.2% | 0.0% |
| 3M | -8.4% | -7.9% | -0.5% | -2.2% |
| 6M | +8.9% | +10.0% | -1.1% | +1.0% |
| YTD | +8.8% | +14.8% | -6.0% | -2.5% |
| 1Y | +18.9% | +29.7% | -10.8% | -3.2% |
| 3Y | +116.0% | +114.4% | +1.6% | +19.6% |
| 5Y | +46.0% | +36.0% | +10.1% | +16.6% |
| 10Y | +231.7% | +204.7% | +27.0% | +55.6% |
| All | +1,419.7% | +3,903.5% | -2,483.7% | +188.1% |
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