-28.2%
EW vs PNC
+50.6%
-78.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | -3.4% | -0.9% | -2.5% | -3.1% |
| 30D | -7.4% | -4.4% | -2.9% | -6.2% |
| 3M | +0.9% | +5.3% | -4.4% | -0.6% |
| 6M | +1.2% | +19.6% | -18.4% | -4.0% |
| YTD | +1.8% | +19.1% | -17.4% | -3.6% |
| 1Y | +10.8% | +24.3% | -13.5% | +3.5% |
| 3Y | +17.1% | +132.2% | -115.0% | -13.6% |
| 5Y | -28.2% | +52.3% | -80.5% | -37.1% |
| All | -28.2% | +50.6% | -78.8% | -37.1% |
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