+15.2%
KEY vs PNC
+35.2%
-20.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | -0.3% |
| 7D | -0.4% | -0.2% | -0.2% | -0.2% |
| 30D | +7.2% | +6.5% | +0.7% | -0.2% |
| 3M | -4.9% | -7.6% | +2.7% | +3.9% |
| 6M | +1.1% | +8.5% | -7.4% | -8.2% |
| YTD | +6.8% | +14.5% | -7.7% | -9.2% |
| 1Y | +23.3% | +29.7% | -6.4% | -9.4% |
| 3Y | +126.1% | +115.7% | +10.4% | -8.6% |
| 5Y | +15.2% | +34.6% | -19.4% | -21.7% |
| All | +15.2% | +35.2% | -20.0% | -21.7% |
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 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