+4,368.6%
ETR vs PNC
+4,053.5%
+315.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.4% |
| 7D | +1.4% | +2.3% | -0.9% | +1.0% |
| 30D | +1.9% | -3.8% | +5.7% | +2.5% |
| 3M | +1.0% | +7.8% | -6.8% | -0.4% |
| 6M | +4.8% | +19.7% | -14.9% | +1.5% |
| YTD | +19.5% | +19.1% | +0.4% | +15.6% |
| 1Y | +28.1% | +23.1% | +5.0% | +23.1% |
| 3Y | +151.1% | +132.1% | +19.0% | +114.5% |
| 5Y | +125.2% | +52.2% | +72.9% | +104.3% |
| 10Y | +291.1% | +271.4% | +19.7% | +201.3% |
| All | +4,368.6% | +4,053.5% | +315.1% | +1,987.6% |
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