-35.7%
AUR vs PNC
+45.5%
-81.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.1% |
| 7D | +1.4% | -0.6% | +2.0% | +1.9% |
| 30D | -6.4% | -4.4% | -2.0% | -2.5% |
| 3M | +7.7% | +5.2% | +2.5% | +2.6% |
| 6M | +44.5% | +20.6% | +23.9% | +20.3% |
| YTD | +67.4% | +19.8% | +47.7% | +39.1% |
| 1Y | +15.4% | +24.4% | -9.0% | -7.7% |
| 3Y | +94.8% | +131.2% | -36.4% | -8.4% |
| 5Y | -35.1% | +53.1% | -88.2% | -59.1% |
| All | -35.7% | +45.5% | -81.2% | -59.3% |
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 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