+2,885.9%
ALB vs PNC
+2,371.8%
+514.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.5% |
| 7D | -8.1% | +1.4% | -9.5% | -8.6% |
| 30D | +6.3% | -3.8% | +10.1% | +7.9% |
| 3M | -23.6% | +9.0% | -32.6% | -26.6% |
| 6M | -24.6% | +16.6% | -41.3% | -29.9% |
| YTD | -10.3% | +20.4% | -30.7% | -18.0% |
| 1Y | +61.5% | +22.3% | +39.1% | +46.6% |
| 3Y | -34.0% | +124.5% | -158.5% | -53.1% |
| 5Y | -44.6% | +54.1% | -98.7% | -53.8% |
| 10Y | +76.1% | +276.3% | -200.2% | +2.5% |
| All | +2,885.9% | +2,371.8% | +514.1% | +829.4% |
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 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