+196.7%
W vs PNC
+305.2%
-108.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | 0.0% |
| 7D | +0.2% | +3.1% | -2.9% | -2.1% |
| 30D | +6.8% | +7.6% | -0.8% | +1.2% |
| 3M | +10.7% | -8.1% | +18.8% | +18.0% |
| 6M | +86.3% | +12.6% | +73.8% | +70.4% |
| YTD | +11.5% | +15.0% | -3.5% | +0.1% |
| 1Y | +5.1% | +30.4% | -25.3% | -14.4% |
| 3Y | +171.0% | +116.1% | +54.8% | +60.3% |
| 5Y | -56.6% | +37.5% | -94.1% | -64.7% |
| 10Y | +213.4% | +205.1% | +8.3% | +47.0% |
| All | +196.7% | +305.2% | -108.5% | +14.7% |
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