+247.6%
DIA vs PNC
+279.5%
-31.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.4% | +0.7% |
| 7D | -1.6% | -0.6% | -1.0% | -1.3% |
| 30D | -2.0% | -4.4% | +2.4% | -0.2% |
| 3M | +3.6% | +5.2% | -1.6% | +1.2% |
| 6M | +11.5% | +20.6% | -9.1% | +2.4% |
| YTD | +10.4% | +19.8% | -9.4% | +1.4% |
| 1Y | +15.6% | +24.4% | -8.9% | +4.2% |
| 3Y | +58.9% | +131.2% | -72.4% | +6.7% |
| 5Y | +65.3% | +53.1% | +12.2% | +30.7% |
| All | +247.6% | +279.5% | -31.9% | +80.6% |
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