+117.6%
DT vs PNC
+122.0%
-4.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -3.3% | +1.4% | -4.7% | -3.8% |
| 30D | +2.0% | -3.8% | +5.9% | +3.5% |
| 3M | +20.0% | +9.0% | +11.0% | +16.0% |
| 6M | +39.3% | +16.6% | +22.6% | +30.8% |
| YTD | +19.8% | +20.4% | -0.7% | +10.6% |
| 1Y | +4.3% | +22.3% | -18.1% | -4.5% |
| 3Y | +7.7% | +124.5% | -116.8% | -23.5% |
| 5Y | -26.8% | +54.1% | -80.9% | -40.3% |
| All | +117.6% | +122.0% | -4.4% | +44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling