-35.5%
DOW vs PNC
+50.6%
-86.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.0% |
| 3M | -12.4% | +5.3% | -17.7% | -15.2% |
| 6M | -10.6% | +19.6% | -30.2% | -20.0% |
| YTD | +31.1% | +19.1% | +11.9% | +17.0% |
| 1Y | +30.5% | +24.3% | +6.2% | +13.6% |
| 3Y | -34.4% | +132.2% | -166.6% | -59.1% |
| 5Y | -35.5% | +52.3% | -87.8% | -52.7% |
| All | -35.5% | +50.6% | -86.1% | -52.7% |
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