+1,250.3%
EWY vs PNC
+1,105.2%
+145.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | +6.7% | -0.7% | +7.4% | +7.0% |
| 30D | +17.0% | -4.4% | +21.4% | +18.9% |
| 3M | +3.7% | +4.5% | -0.8% | +1.5% |
| 6M | +42.5% | +19.1% | +23.4% | +32.5% |
| YTD | +96.2% | +18.0% | +78.2% | +82.7% |
| 1Y | +160.4% | +24.1% | +136.3% | +137.2% |
| 3Y | +231.7% | +130.0% | +101.7% | +133.8% |
| 5Y | +153.3% | +50.4% | +102.9% | +106.1% |
| 10Y | +308.8% | +271.3% | +37.6% | +122.8% |
| All | +1,250.3% | +1,105.2% | +145.1% | +317.7% |
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