+99.6%
DE vs PNC
+51.4%
+48.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | -2.6% | -0.6% | -2.0% | -2.3% |
| 30D | +9.0% | -4.4% | +13.4% | +11.2% |
| 3M | +19.1% | +5.2% | +13.9% | +16.3% |
| 6M | +14.4% | +20.6% | -6.3% | +4.9% |
| YTD | +45.9% | +19.8% | +26.2% | +33.8% |
| 1Y | +43.6% | +24.4% | +19.2% | +29.1% |
| 3Y | +75.9% | +131.2% | -55.4% | +17.5% |
| All | +99.6% | +51.4% | +48.2% | +52.5% |
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