+152.1%
ECL vs PNC
+277.5%
-125.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.7% |
| 7D | -2.6% | -0.9% | -1.7% | -2.2% |
| 30D | -4.6% | -4.4% | -0.2% | -2.7% |
| 3M | +6.0% | +5.3% | +0.7% | +3.4% |
| 6M | -3.0% | +19.6% | -22.5% | -10.7% |
| YTD | +4.0% | +19.1% | -15.1% | -4.5% |
| 1Y | +2.0% | +24.3% | -22.3% | -8.4% |
| 3Y | +53.9% | +132.2% | -78.3% | -0.9% |
| 5Y | +27.1% | +52.3% | -25.2% | -0.8% |
| All | +152.1% | +277.5% | -125.5% | +26.0% |
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 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