+157.4%
ALL vs PNC
+36.0%
+121.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -2.6% | -0.6% | -1.9% | -2.3% |
| 30D | +12.7% | +5.8% | +6.9% | +10.3% |
| 3M | +0.4% | -7.9% | +8.3% | +3.5% |
| 6M | +23.8% | +10.0% | +13.8% | +18.9% |
| YTD | +27.8% | +14.8% | +13.0% | +20.0% |
| 1Y | +28.9% | +29.7% | -0.8% | +15.2% |
| 3Y | +113.9% | +114.4% | -0.5% | +49.7% |
| 5Y | +157.4% | +36.0% | +121.4% | +117.5% |
| All | +157.4% | +36.0% | +121.4% | +117.5% |
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