+6.2%
HD vs PNC
+51.0%
-44.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -1.8% | -0.7% | -1.1% | -1.5% |
| 30D | -10.8% | -4.4% | -6.4% | -9.2% |
| 3M | -2.7% | +4.5% | -7.2% | -4.5% |
| 6M | -10.3% | +19.1% | -29.3% | -16.5% |
| YTD | -7.8% | +18.0% | -25.8% | -14.3% |
| 1Y | -23.1% | +24.1% | -47.2% | -30.1% |
| 3Y | +2.0% | +130.0% | -128.0% | -29.3% |
| 5Y | +6.2% | +50.4% | -44.2% | -14.6% |
| All | +6.2% | +51.0% | -44.8% | -14.6% |
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