+12,781.7%
ECL vs PNC
+4,099.5%
+8,682.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -2.6% | +1.4% | -4.0% | -3.0% |
| 30D | -2.2% | -3.8% | +1.7% | -1.1% |
| 3M | +10.1% | +9.0% | +1.1% | +7.3% |
| 6M | -5.7% | +16.6% | -22.4% | -9.9% |
| YTD | +7.0% | +20.4% | -13.5% | +1.1% |
| 1Y | +2.7% | +22.3% | -19.7% | -3.6% |
| 3Y | +57.7% | +124.5% | -66.8% | +22.4% |
| 5Y | +31.1% | +54.1% | -22.9% | +12.6% |
| 10Y | +150.9% | +276.3% | -125.4% | +65.9% |
| All | +12,781.7% | +4,099.5% | +8,682.2% | +4,529.4% |
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