-34.4%
DOW vs PNC
+129.9%
-164.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.3% |
| 7D | -2.4% | -0.9% | -1.5% | -1.9% |
| 30D | -4.1% | -4.4% | +0.3% | -2.1% |
| 3M | -12.4% | +5.3% | -17.7% | -15.3% |
| 6M | -10.6% | +19.6% | -30.2% | -20.5% |
| YTD | +31.1% | +19.1% | +11.9% | +15.9% |
| 1Y | +30.5% | +24.3% | +6.2% | +12.1% |
| All | -34.4% | +129.9% | -164.3% | -59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling