-27.2%
ALB vs PNC
+129.8%
-157.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +3.4% |
| 7D | -4.4% | +2.3% | -6.7% | -6.0% |
| 30D | -1.2% | -3.8% | +2.6% | +1.5% |
| 3M | -13.3% | +7.8% | -21.1% | -18.8% |
| 6M | -19.8% | +19.7% | -39.5% | -31.4% |
| YTD | -7.9% | +19.1% | -27.0% | -22.2% |
| 1Y | +60.2% | +23.1% | +37.0% | +31.3% |
| All | -27.2% | +129.8% | -157.0% | -66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling