-41.5%
DIS vs PNC
+52.4%
-93.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.3% |
| 7D | -1.1% | +2.3% | -3.4% | -2.2% |
| 30D | +0.1% | -3.8% | +4.0% | +2.0% |
| 3M | +7.1% | +7.8% | -0.7% | +2.7% |
| 6M | +4.3% | +19.7% | -15.4% | -5.5% |
| YTD | -6.9% | +19.1% | -26.1% | -15.9% |
| 1Y | -10.3% | +23.1% | -33.4% | -20.5% |
| 3Y | +32.8% | +132.1% | -99.3% | -17.8% |
| 5Y | -41.5% | +52.2% | -93.7% | -56.3% |
| All | -41.5% | +52.4% | -93.9% | -56.3% |
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