-39.0%
U vs PNC
+174.2%
-213.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -3.8% | +1.4% | -5.2% | -4.7% |
| 30D | +17.5% | -3.8% | +21.3% | +20.4% |
| 3M | +38.7% | +9.0% | +29.7% | +30.2% |
| 6M | +104.4% | +16.6% | +87.8% | +81.8% |
| YTD | -5.7% | +20.4% | -26.1% | -17.8% |
| 1Y | +3.7% | +22.3% | -18.7% | -10.8% |
| 3Y | +12.3% | +124.5% | -112.2% | -34.1% |
| 5Y | -68.8% | +54.1% | -122.9% | -78.7% |
| All | -39.0% | +174.2% | -213.2% | -41.2% |
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