+90.9%
APA vs PNC
+36.8%
+54.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.3% |
| 7D | +8.5% | +3.1% | +5.5% | +6.7% |
| 30D | +2.8% | +7.6% | -4.9% | -1.6% |
| 3M | +21.7% | -8.1% | +29.9% | +27.0% |
| 6M | +32.6% | +12.6% | +20.0% | +21.8% |
| YTD | +103.7% | +15.0% | +88.8% | +81.8% |
| 1Y | +101.8% | +30.4% | +71.4% | +65.5% |
| 3Y | +48.1% | +116.1% | -68.1% | -12.6% |
| All | +90.9% | +36.8% | +54.0% | +48.6% |
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 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