-12.1%
DOW vs PNC
+146.8%
-158.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.4% |
| 7D | -1.4% | -0.6% | -0.8% | -1.1% |
| 30D | -3.9% | -4.4% | +0.5% | -1.3% |
| 3M | -12.7% | +5.2% | -17.9% | -16.2% |
| 6M | -13.7% | +20.6% | -34.3% | -25.3% |
| YTD | +28.4% | +19.8% | +8.6% | +10.9% |
| 1Y | +21.8% | +24.4% | -2.7% | +2.3% |
| 3Y | -35.7% | +131.2% | -166.9% | -65.3% |
| 5Y | -36.8% | +53.1% | -89.9% | -56.1% |
| All | -12.1% | +146.8% | -158.8% | -59.8% |
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