+38.5%
D vs PNC
+268.7%
-230.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | -0.4% | -0.7% | +0.3% | -0.2% |
| 30D | -2.1% | -4.4% | +2.3% | -0.9% |
| 3M | -0.7% | +4.5% | -5.2% | -2.0% |
| 6M | +5.6% | +19.1% | -13.5% | +0.5% |
| YTD | +14.6% | +18.0% | -3.5% | +9.1% |
| 1Y | +15.3% | +24.1% | -8.7% | +8.1% |
| 3Y | +59.1% | +130.0% | -70.9% | +23.7% |
| 5Y | +3.9% | +50.4% | -46.5% | -11.0% |
| 10Y | +38.5% | +271.3% | -232.8% | +0.6% |
| All | +38.5% | +268.7% | -230.2% | +0.6% |
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 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