+197.1%
ABT vs PNC
+279.5%
-82.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -5.9% | -0.6% | -5.3% | -5.7% |
| 30D | -8.1% | -4.4% | -3.7% | -6.9% |
| 3M | +14.5% | +5.2% | +9.3% | +12.8% |
| 6M | -6.3% | +20.6% | -26.9% | -11.3% |
| YTD | -17.1% | +19.8% | -36.9% | -21.6% |
| 1Y | -21.4% | +24.4% | -45.8% | -26.5% |
| 3Y | +5.9% | +131.2% | -125.3% | -19.8% |
| 5Y | -12.8% | +53.1% | -65.9% | -26.0% |
| All | +197.1% | +279.5% | -82.4% | +78.8% |
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 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