+61.5%
ALB vs PNC
+23.0%
+38.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.5% |
| 7D | -8.1% | +1.4% | -9.5% | -8.4% |
| 30D | +6.3% | -3.8% | +10.1% | +7.1% |
| 3M | -23.6% | +9.0% | -32.6% | -25.9% |
| 6M | -24.6% | +16.6% | -41.3% | -29.0% |
| YTD | -10.3% | +20.4% | -30.7% | -18.9% |
| 1Y | +61.5% | +22.3% | +39.1% | +45.4% |
| All | +61.5% | +23.0% | +38.5% | +45.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling