+65.4%
IEFA vs PNC
+131.1%
-65.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -1.6% | -0.6% | -1.0% | -1.4% |
| 30D | -1.5% | -4.4% | +2.9% | -0.3% |
| 3M | +3.4% | +5.2% | -1.8% | +1.8% |
| 6M | +9.5% | +20.6% | -11.2% | +3.7% |
| YTD | +13.0% | +19.8% | -6.7% | +7.0% |
| 1Y | +18.0% | +24.4% | -6.4% | +10.4% |
| 3Y | +65.4% | +131.2% | -65.9% | +28.4% |
| All | +65.4% | +131.1% | -65.7% | +28.4% |
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