-8.8%
EW vs PNC
+35.5%
-44.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +4.9% | +1.9% | +3.1% | +4.4% |
| 30D | +24.1% | +6.2% | +17.8% | +22.1% |
| 3M | +13.7% | -8.7% | +22.4% | +16.4% |
| 6M | +32.7% | +9.2% | +23.5% | +29.0% |
| YTD | +24.1% | +14.3% | +9.8% | +18.6% |
| 1Y | +23.6% | +27.7% | -4.0% | +14.4% |
| 3Y | +64.8% | +113.5% | -48.7% | +24.4% |
| 5Y | -8.8% | +36.7% | -45.5% | -17.6% |
| All | -8.8% | +35.5% | -44.3% | -17.6% |
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 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