+45.7%
EXC vs PNC
+51.0%
-5.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | +0.3% | -0.7% | +1.1% | +0.5% |
| 30D | -0.9% | -4.4% | +3.5% | -0.1% |
| 3M | -2.7% | +4.5% | -7.2% | -3.5% |
| 6M | -9.4% | +19.1% | -28.4% | -12.2% |
| YTD | +3.0% | +18.0% | -15.0% | -0.3% |
| 1Y | +5.1% | +24.1% | -18.9% | +0.7% |
| 3Y | +20.6% | +130.0% | -109.4% | -1.3% |
| 5Y | +45.7% | +50.4% | -4.7% | +28.6% |
| All | +45.7% | +51.0% | -5.3% | +28.6% |
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 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