+21.3%
EXC vs PNC
+133.3%
-112.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | +1.2% | +2.3% | -1.1% | +1.0% |
| 30D | -2.7% | -3.8% | +1.1% | -2.3% |
| 3M | -1.0% | +7.8% | -8.8% | -1.8% |
| 6M | -9.3% | +19.7% | -29.0% | -11.0% |
| YTD | +3.6% | +19.1% | -15.5% | +1.3% |
| 1Y | +5.9% | +23.1% | -17.2% | +3.1% |
| 3Y | +21.3% | +132.1% | -110.8% | -2.8% |
| All | +21.3% | +133.3% | -112.1% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling