+9,883.5%
TER vs PNC
+3,908.5%
+5,975.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.6% |
| 7D | +14.4% | +3.1% | +11.3% | +12.8% |
| 30D | -30.6% | +7.6% | -38.2% | -33.0% |
| 3M | -39.2% | -8.1% | -31.0% | -36.7% |
| 6M | -31.3% | +12.6% | -43.9% | -35.5% |
| YTD | +29.1% | +15.0% | +14.1% | +20.8% |
| 1Y | +47.4% | +30.4% | +17.0% | +29.7% |
| 3Y | +191.2% | +116.1% | +75.1% | +101.2% |
| 5Y | +74.0% | +37.5% | +36.5% | +47.6% |
| 10Y | +1,005.1% | +205.1% | +800.0% | +513.5% |
| All | +9,883.5% | +3,908.5% | +5,975.1% | +1,188.0% |
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