+60.8%
EWZ vs PNC
+214.2%
-153.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +1.3% | +0.8% | +0.5% | +0.9% |
| 30D | -26.2% | +6.5% | -32.6% | -28.6% |
| 3M | -8.6% | -7.3% | -1.4% | -5.3% |
| 6M | -17.0% | +8.5% | -25.5% | -20.9% |
| YTD | +2.2% | +14.5% | -12.3% | -5.7% |
| 1Y | +2.7% | +29.1% | -26.4% | -11.2% |
| 3Y | +18.2% | +113.7% | -95.5% | -25.2% |
| 5Y | +56.0% | +35.7% | +20.3% | +23.6% |
| 10Y | +60.8% | +203.7% | -142.8% | -10.6% |
| All | +60.8% | +214.2% | -153.4% | -10.6% |
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 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