+112.4%
C vs PNC
+35.2%
+77.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.2% | +0.5% |
| 7D | -0.9% | -0.2% | -0.8% | -0.7% |
| 30D | -5.4% | +6.5% | -11.9% | -9.7% |
| 3M | -9.2% | -7.6% | -1.6% | -3.6% |
| 6M | -1.8% | +8.5% | -10.3% | -7.8% |
| YTD | +6.7% | +14.5% | -7.8% | -3.5% |
| 1Y | +23.5% | +29.7% | -6.2% | +1.9% |
| 3Y | +219.8% | +115.7% | +104.1% | +86.0% |
| 5Y | +112.4% | +34.6% | +77.8% | +65.7% |
| All | +112.4% | +35.2% | +77.2% | +65.7% |
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