+206.4%
HD vs PNC
+279.5%
-73.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | -3.8% | -0.6% | -3.3% | -3.6% |
| 30D | -9.4% | -4.4% | -5.0% | -7.8% |
| 3M | -4.6% | +5.2% | -9.8% | -6.7% |
| 6M | -10.1% | +20.6% | -30.7% | -17.0% |
| YTD | -8.3% | +19.8% | -28.1% | -15.5% |
| 1Y | -25.0% | +24.4% | -49.4% | -32.1% |
| 3Y | +1.5% | +131.2% | -129.7% | -30.6% |
| 5Y | +5.6% | +53.1% | -47.5% | -15.8% |
| All | +206.4% | +279.5% | -73.1% | +60.0% |
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