+114.1%
DT vs PNC
+120.8%
-6.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -1.6% | -0.6% | -1.0% | -1.4% |
| 30D | +3.0% | -4.4% | +7.4% | +4.7% |
| 3M | +26.5% | +5.2% | +21.3% | +24.0% |
| 6M | +35.9% | +20.6% | +15.3% | +26.1% |
| YTD | +17.8% | +19.8% | -1.9% | +9.1% |
| 1Y | +4.1% | +24.4% | -20.4% | -5.3% |
| 3Y | +5.3% | +131.2% | -125.9% | -26.0% |
| 5Y | -27.2% | +53.1% | -80.3% | -40.4% |
| All | +114.1% | +120.8% | -6.7% | +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 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