+80.2%
ALB vs PNC
+277.5%
-197.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.6% |
| 7D | -7.6% | -0.9% | -6.7% | -7.1% |
| 30D | -5.6% | -4.4% | -1.2% | -2.9% |
| 3M | -16.8% | +5.3% | -22.1% | -20.2% |
| 6M | -26.3% | +19.6% | -45.9% | -35.3% |
| YTD | -13.2% | +19.1% | -32.4% | -24.3% |
| 1Y | +68.8% | +24.3% | +44.5% | +42.9% |
| 3Y | -30.7% | +132.2% | -162.9% | -60.8% |
| 5Y | -46.3% | +52.3% | -98.6% | -60.6% |
| All | +80.2% | +277.5% | -197.3% | -12.8% |
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