+106.2%
AMT vs PNC
+279.5%
-173.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.7% |
| 7D | +1.1% | -0.6% | +1.7% | +1.3% |
| 30D | +4.4% | -4.4% | +8.7% | +5.5% |
| 3M | -5.2% | +5.2% | -10.4% | -6.6% |
| 6M | -0.8% | +20.6% | -21.5% | -5.7% |
| YTD | +3.3% | +19.8% | -16.5% | -2.0% |
| 1Y | -6.0% | +24.4% | -30.4% | -11.9% |
| 3Y | +9.6% | +131.2% | -121.7% | -15.9% |
| 5Y | -29.2% | +53.1% | -82.4% | -39.9% |
| All | +106.2% | +279.5% | -173.3% | +58.4% |
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 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