+142.4%
AMT vs PNC
+202.3%
-59.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.4% | +0.8% |
| 7D | +1.5% | +3.1% | -1.6% | +0.7% |
| 30D | +6.8% | +7.6% | -0.8% | +4.7% |
| 3M | +11.2% | -8.1% | +19.3% | +13.6% |
| 6M | +12.5% | +12.6% | -0.1% | +8.7% |
| YTD | +12.5% | +15.0% | -2.5% | +7.6% |
| 1Y | +10.1% | +30.4% | -20.3% | +1.7% |
| 3Y | +16.0% | +116.1% | -100.1% | -10.1% |
| 5Y | -17.2% | +37.5% | -54.6% | -27.8% |
| All | +142.4% | +202.3% | -59.9% | +70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling