-29.5%
DIS vs PNC
+34.3%
-63.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +4.4% | +0.8% | +3.6% | +4.0% |
| 30D | +10.3% | +6.5% | +3.8% | +6.9% |
| 3M | +15.5% | -7.3% | +22.8% | +19.7% |
| 6M | +11.2% | +8.5% | +2.7% | +5.9% |
| YTD | +5.6% | +14.5% | -8.9% | -2.8% |
| 1Y | +7.7% | +29.1% | -21.3% | -7.0% |
| 3Y | +39.3% | +113.7% | -74.5% | -10.0% |
| 5Y | -29.5% | +35.7% | -65.2% | -42.7% |
| All | -29.5% | +34.3% | -63.8% | -42.7% |
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