+210.2%
TER vs PNC
+115.4%
+94.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.3% | +8.0% | +8.1% |
| 7D | +5.9% | -0.6% | +6.5% | +6.9% |
| 30D | -30.8% | +5.8% | -36.6% | -33.5% |
| 3M | -29.9% | -7.9% | -22.0% | -25.5% |
| 6M | -27.5% | +10.0% | -37.4% | -33.5% |
| YTD | +37.5% | +14.8% | +22.7% | +23.0% |
| 1Y | +50.3% | +29.7% | +20.6% | +22.9% |
| All | +210.2% | +115.4% | +94.8% | +76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling