+196.7%
EXC vs PNC
+202.3%
-5.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.2% |
| 7D | +1.4% | +3.1% | -1.7% | +0.4% |
| 30D | +8.6% | +7.6% | +0.9% | +6.1% |
| 3M | +2.4% | -8.1% | +10.5% | +5.0% |
| 6M | +6.5% | +12.6% | -6.1% | +2.3% |
| YTD | +9.0% | +15.0% | -5.9% | +3.5% |
| 1Y | +4.6% | +30.4% | -25.8% | -4.9% |
| 3Y | +33.5% | +116.1% | -82.7% | -1.1% |
| 5Y | +41.4% | +37.5% | +3.9% | +20.9% |
| All | +196.7% | +202.3% | -5.6% | +90.5% |
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 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