+22.3%
DIS vs PNC
+268.7%
-246.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.4% |
| 7D | -3.5% | -0.7% | -2.8% | -3.2% |
| 30D | +1.0% | -4.4% | +5.4% | +3.2% |
| 3M | +5.7% | +4.5% | +1.2% | +3.0% |
| 6M | +3.3% | +19.1% | -15.8% | -6.1% |
| YTD | -7.7% | +18.0% | -25.8% | -16.1% |
| 1Y | -10.0% | +24.1% | -34.0% | -20.4% |
| 3Y | +31.7% | +130.0% | -98.3% | -16.9% |
| 5Y | -42.2% | +50.4% | -92.6% | -55.3% |
| 10Y | +22.3% | +271.3% | -248.9% | -37.8% |
| All | +22.3% | +268.7% | -246.4% | -37.8% |
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