+163.6%
W vs PNC
+324.5%
-160.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.4% | +2.4% |
| 7D | -4.2% | +1.4% | -5.6% | -5.1% |
| 30D | -7.6% | -3.8% | -3.7% | -4.9% |
| 3M | +37.2% | +9.0% | +28.1% | +28.3% |
| 6M | +26.3% | +16.6% | +9.7% | +12.1% |
| YTD | -1.0% | +20.4% | -21.4% | -14.2% |
| 1Y | +20.1% | +22.3% | -2.3% | +2.4% |
| 3Y | +37.8% | +124.5% | -86.7% | -21.0% |
| 5Y | -63.7% | +54.1% | -117.7% | -72.5% |
| 10Y | +156.3% | +276.3% | -119.9% | +7.0% |
| All | +163.6% | +324.5% | -160.9% | -1.7% |
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