+140.8%
IEMG vs PNC
+279.5%
-138.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | -1.3% | -0.6% | -0.7% | -1.1% |
| 30D | +1.9% | -4.4% | +6.3% | +3.3% |
| 3M | +1.4% | +5.2% | -3.8% | -0.5% |
| 6M | +15.2% | +20.6% | -5.5% | +7.8% |
| YTD | +23.8% | +19.8% | +4.1% | +15.9% |
| 1Y | +30.7% | +24.4% | +6.2% | +20.5% |
| 3Y | +83.3% | +131.2% | -48.0% | +33.5% |
| 5Y | +48.8% | +53.1% | -4.3% | +23.0% |
| All | +140.8% | +279.5% | -138.7% | +47.7% |
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