-26.7%
DT vs PNC
+50.6%
-77.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.7% | +1.2% |
| 7D | -2.5% | -0.9% | -1.6% | -2.2% |
| 30D | +3.5% | -4.4% | +8.0% | +5.4% |
| 3M | +26.7% | +5.3% | +21.4% | +23.9% |
| 6M | +36.1% | +19.6% | +16.6% | +25.7% |
| YTD | +18.6% | +19.1% | -0.5% | +9.0% |
| 1Y | +7.9% | +24.3% | -16.4% | -3.0% |
| 3Y | +8.6% | +132.2% | -123.6% | -29.0% |
| 5Y | -26.7% | +52.3% | -79.0% | -39.0% |
| All | -26.7% | +50.6% | -77.3% | -39.0% |
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