+170.5%
AEP vs PNC
+279.5%
-109.0%
-32.9%
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% | -0.2% |
| 7D | -0.9% | -0.6% | -0.4% | -0.8% |
| 30D | -1.1% | -4.4% | +3.3% | -0.2% |
| 3M | -3.3% | +5.2% | -8.5% | -4.3% |
| 6M | -4.6% | +20.6% | -25.3% | -8.1% |
| YTD | +9.4% | +19.8% | -10.4% | +5.3% |
| 1Y | +16.9% | +24.4% | -7.5% | +11.5% |
| 3Y | +76.6% | +131.2% | -54.6% | +45.7% |
| 5Y | +66.2% | +53.1% | +13.1% | +47.3% |
| All | +170.5% | +279.5% | -109.0% | +118.0% |
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