+14,263.1%
DE vs PNC
+4,015.6%
+10,247.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | -3.0% | -0.7% | -2.3% | -2.8% |
| 30D | +11.1% | -4.4% | +15.5% | +13.0% |
| 3M | +17.6% | +4.5% | +13.1% | +15.6% |
| 6M | +13.6% | +19.1% | -5.5% | +6.2% |
| YTD | +46.3% | +18.0% | +28.2% | +36.9% |
| 1Y | +44.2% | +24.1% | +20.1% | +32.2% |
| 3Y | +76.6% | +130.0% | -53.4% | +26.6% |
| 5Y | +98.2% | +50.4% | +47.8% | +64.2% |
| 10Y | +863.5% | +271.3% | +592.2% | +467.6% |
| All | +14,263.1% | +4,015.6% | +10,247.6% | +3,281.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling