+117.0%
AA vs PNC
+279.5%
-162.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.5% |
| 7D | -3.4% | -0.6% | -2.9% | -3.0% |
| 30D | -5.8% | -4.4% | -1.4% | -2.4% |
| 3M | -29.9% | +5.2% | -35.1% | -33.4% |
| 6M | -27.0% | +20.6% | -47.7% | -39.0% |
| YTD | -8.7% | +19.8% | -28.5% | -23.7% |
| 1Y | +50.6% | +24.4% | +26.2% | +21.4% |
| 3Y | +74.1% | +131.2% | -57.2% | -18.9% |
| 5Y | +2.6% | +53.1% | -50.5% | -33.3% |
| All | +117.0% | +279.5% | -162.6% | -35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling