+10,532.9%
TER vs PNC
+3,903.5%
+6,629.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.3% | +8.0% | +8.2% |
| 7D | +5.9% | -0.6% | +6.5% | +6.6% |
| 30D | -30.8% | +5.8% | -36.6% | -32.6% |
| 3M | -29.9% | -7.9% | -22.0% | -27.1% |
| 6M | -27.5% | +10.0% | -37.4% | -31.1% |
| YTD | +37.5% | +14.8% | +22.7% | +28.7% |
| 1Y | +50.3% | +29.7% | +20.6% | +32.6% |
| 3Y | +204.9% | +114.4% | +90.5% | +111.5% |
| 5Y | +89.2% | +36.0% | +53.2% | +61.4% |
| 10Y | +1,077.0% | +204.7% | +872.2% | +553.8% |
| All | +10,532.9% | +3,903.5% | +6,629.4% | +1,272.8% |
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