+2,550.6%
SOXX vs PNC
+721.0%
+1,829.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.6% |
| 7D | +1.4% | -0.6% | +1.9% | +1.6% |
| 30D | -3.6% | -4.4% | +0.8% | -1.8% |
| 3M | -10.2% | +5.2% | -15.4% | -12.4% |
| 6M | +54.2% | +20.6% | +33.6% | +42.0% |
| YTD | +75.2% | +19.8% | +55.4% | +61.5% |
| 1Y | +107.5% | +24.4% | +83.1% | +87.8% |
| 3Y | +226.8% | +131.2% | +95.5% | +127.5% |
| 5Y | +251.2% | +53.1% | +198.1% | +187.3% |
| 10Y | +1,567.6% | +276.8% | +1,290.9% | +820.0% |
| All | +2,550.6% | +721.0% | +1,829.6% | +633.1% |
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