+1,115.2%
DIA vs PNC
+1,014.1%
+101.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | +0.1% | +2.3% | -2.2% | -0.7% |
| 30D | -2.1% | -3.8% | +1.8% | -0.8% |
| 3M | +4.2% | +7.8% | -3.6% | +1.5% |
| 6M | +11.9% | +19.7% | -7.8% | +5.2% |
| YTD | +10.8% | +19.1% | -8.3% | +4.2% |
| 1Y | +17.5% | +23.1% | -5.6% | +9.1% |
| 3Y | +59.9% | +132.1% | -72.2% | +18.8% |
| 5Y | +64.1% | +52.2% | +11.9% | +37.9% |
| 10Y | +246.2% | +271.4% | -25.2% | +112.1% |
| All | +1,115.2% | +1,014.1% | +101.1% | +278.6% |
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 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