+2,243.8%
LITE vs PNC
+276.3%
+1,967.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | -1.5% | +1.4% | -2.9% | -2.3% |
| 30D | +6.7% | -3.8% | +10.5% | +8.9% |
| 3M | -6.8% | +9.0% | -15.8% | -11.5% |
| 6M | +29.4% | +16.6% | +12.8% | +18.5% |
| YTD | +139.1% | +20.4% | +118.7% | +114.1% |
| 1Y | +521.0% | +22.3% | +498.7% | +451.0% |
| 3Y | +1,535.3% | +124.5% | +1,410.7% | +983.3% |
| 5Y | +889.8% | +54.1% | +835.8% | +664.8% |
| All | +2,243.8% | +276.3% | +1,967.5% | +1,013.0% |
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