+2,231.7%
AEP vs PNC
+4,053.5%
-1,821.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.9% |
| 7D | +2.0% | +2.3% | -0.3% | +1.6% |
| 30D | +0.5% | -3.8% | +4.3% | +1.2% |
| 3M | -0.3% | +7.8% | -8.1% | -1.8% |
| 6M | -3.5% | +19.7% | -23.2% | -6.7% |
| YTD | +11.3% | +19.1% | -7.8% | +7.4% |
| 1Y | +20.2% | +23.1% | -2.9% | +15.1% |
| 3Y | +79.8% | +132.1% | -52.4% | +51.1% |
| 5Y | +65.6% | +52.2% | +13.3% | +48.6% |
| 10Y | +169.3% | +271.4% | -102.1% | +96.8% |
| All | +2,231.7% | +4,053.5% | -1,821.8% | +817.0% |
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 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