+47.4%
TER vs PNC
+28.6%
+18.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.8% |
| 7D | +14.4% | +3.1% | +11.3% | +11.9% |
| 30D | -30.6% | +7.6% | -38.2% | -34.1% |
| 3M | -39.2% | -8.1% | -31.0% | -34.7% |
| 6M | -31.3% | +12.6% | -43.9% | -40.5% |
| YTD | +29.1% | +15.0% | +14.1% | +12.9% |
| 1Y | +47.4% | +30.4% | +17.0% | +24.3% |
| All | +47.4% | +28.6% | +18.8% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling