-30.9%
AMT vs PNC
+51.0%
-81.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | +1.5% | -0.7% | +2.2% | +1.6% |
| 30D | +3.7% | -4.4% | +8.1% | +4.8% |
| 3M | -7.2% | +4.5% | -11.7% | -8.3% |
| 6M | -4.2% | +19.1% | -23.2% | -8.3% |
| YTD | +1.9% | +18.0% | -16.1% | -2.9% |
| 1Y | -6.4% | +24.1% | -30.4% | -12.0% |
| 3Y | +7.7% | +130.0% | -122.3% | -20.3% |
| 5Y | -30.9% | +50.4% | -81.3% | -41.3% |
| All | -30.9% | +51.0% | -81.9% | -41.3% |
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