+272.3%
ALAB vs PNC
+70.7%
+201.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.3% | +6.5% | +6.6% |
| 7D | +3.4% | -0.6% | +4.0% | +4.3% |
| 30D | -28.8% | +5.8% | -34.6% | -30.8% |
| 3M | -26.0% | -7.9% | -18.1% | -22.1% |
| 6M | +11.4% | +10.0% | +1.4% | +3.6% |
| YTD | +38.8% | +14.8% | +24.0% | +26.0% |
| 1Y | +37.8% | +29.7% | +8.2% | +15.8% |
| All | +272.3% | +70.7% | +201.5% | +202.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling