+67.6%
EWZ vs PNC
+52.4%
+15.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.3% |
| 7D | +5.6% | +2.3% | +3.3% | +4.8% |
| 30D | +9.3% | -3.8% | +13.1% | +10.6% |
| 3M | +15.7% | +7.8% | +7.9% | +12.7% |
| 6M | +7.4% | +19.7% | -12.3% | +1.1% |
| YTD | +22.7% | +19.1% | +3.6% | +15.4% |
| 1Y | +36.4% | +23.1% | +13.3% | +26.7% |
| 3Y | +50.4% | +132.1% | -81.7% | +11.2% |
| 5Y | +67.6% | +52.2% | +15.4% | +36.1% |
| All | +67.6% | +52.4% | +15.3% | +36.1% |
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