-45.1%
ALB vs PNC
+51.0%
-96.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.1% |
| 7D | -8.6% | -0.7% | -7.9% | -8.1% |
| 30D | -4.0% | -4.4% | +0.4% | -0.9% |
| 3M | -17.4% | +4.5% | -21.9% | -20.8% |
| 6M | -25.4% | +19.1% | -44.4% | -35.9% |
| YTD | -10.5% | +18.0% | -28.6% | -23.6% |
| 1Y | +75.8% | +24.1% | +51.8% | +43.7% |
| 3Y | -28.5% | +130.0% | -158.5% | -64.9% |
| 5Y | -45.1% | +50.4% | -95.5% | -61.7% |
| All | -45.1% | +51.0% | -96.1% | -61.7% |
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