+92.6%
EWZ vs PNC
+268.7%
-176.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.9% |
| 7D | -0.1% | -0.7% | +0.7% | +0.3% |
| 30D | +8.2% | -4.4% | +12.6% | +10.6% |
| 3M | +13.3% | +4.5% | +8.8% | +10.5% |
| 6M | +3.6% | +19.1% | -15.5% | -5.6% |
| YTD | +21.0% | +18.0% | +2.9% | +10.3% |
| 1Y | +34.7% | +24.1% | +10.6% | +19.3% |
| 3Y | +48.3% | +130.0% | -81.7% | -9.2% |
| 5Y | +60.1% | +50.4% | +9.7% | +19.5% |
| 10Y | +92.6% | +271.3% | -178.7% | -3.3% |
| All | +92.6% | +268.7% | -176.2% | -3.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling