+2,119.0%
ALB vs PNC
+2,259.3%
-140.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | -5.8% | +3.1% | -8.8% | -7.0% |
| 30D | -4.5% | +7.6% | -12.2% | -7.6% |
| 3M | -28.1% | -8.1% | -19.9% | -25.6% |
| 6M | -53.2% | +12.6% | -65.8% | -55.8% |
| YTD | -33.3% | +15.0% | -48.3% | -38.0% |
| 1Y | -17.4% | +30.4% | -47.8% | -27.3% |
| 3Y | -14.1% | +116.1% | -130.3% | -38.1% |
| 5Y | -64.0% | +37.5% | -101.5% | -68.6% |
| 10Y | +32.8% | +205.1% | -172.3% | -16.4% |
| All | +2,119.0% | +2,259.3% | -140.4% | +603.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling