+1,493.1%
LITE vs PNC
+202.3%
+1,290.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.0% | -4.8% |
| 7D | +10.8% | +3.1% | +7.7% | +9.1% |
| 30D | -33.4% | +7.6% | -41.1% | -36.0% |
| 3M | -32.2% | -8.1% | -24.1% | -29.3% |
| 6M | -42.1% | +12.6% | -54.7% | -46.2% |
| YTD | +61.9% | +15.0% | +46.9% | +48.0% |
| 1Y | +163.0% | +30.4% | +132.6% | +124.6% |
| 3Y | +1,358.0% | +116.1% | +1,241.9% | +880.7% |
| 5Y | +549.9% | +37.5% | +512.4% | +430.4% |
| All | +1,493.1% | +202.3% | +1,290.8% | +690.2% |
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