+131.6%
C vs PNC
+52.4%
+79.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | +0.1% |
| 7D | +3.2% | +2.3% | +0.9% | +1.4% |
| 30D | +1.3% | -3.8% | +5.1% | +4.3% |
| 3M | +3.1% | +7.8% | -4.7% | -2.6% |
| 6M | +29.6% | +19.7% | +9.9% | +13.2% |
| YTD | +19.0% | +19.1% | -0.2% | +4.5% |
| 1Y | +45.6% | +23.1% | +22.5% | +24.6% |
| 3Y | +269.3% | +132.1% | +137.1% | +103.2% |
| 5Y | +131.6% | +52.2% | +79.3% | +62.9% |
| All | +131.6% | +52.4% | +79.2% | +62.9% |
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