+432.5%
EWZ vs PNC
+971.1%
-538.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +6.5% | +1.4% | +5.1% | +5.9% |
| 30D | +4.8% | -3.8% | +8.7% | +6.5% |
| 3M | +9.9% | +9.0% | +0.9% | +5.7% |
| 6M | +1.9% | +16.6% | -14.7% | -4.7% |
| YTD | +20.3% | +20.4% | -0.1% | +10.7% |
| 1Y | +35.6% | +22.3% | +13.3% | +23.6% |
| 3Y | +43.4% | +124.5% | -81.1% | -1.4% |
| 5Y | +55.9% | +54.1% | +1.9% | +22.4% |
| 10Y | +84.2% | +276.3% | -192.1% | -2.1% |
| All | +432.5% | +971.1% | -538.6% | +69.5% |
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