+1,533.3%
LITE vs PNC
+227.4%
+1,305.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.6% | +8.1% | +9.3% |
| 7D | -12.9% | -0.2% | -12.7% | -12.6% |
| 30D | -46.0% | +6.5% | -52.5% | -47.7% |
| 3M | -33.0% | -7.6% | -25.5% | -30.3% |
| 6M | -34.0% | +8.5% | -42.5% | -37.6% |
| YTD | +61.7% | +14.5% | +47.3% | +48.4% |
| 1Y | +148.3% | +29.7% | +118.6% | +113.1% |
| 3Y | +1,408.5% | +115.7% | +1,292.8% | +919.5% |
| 5Y | +546.2% | +34.6% | +511.6% | +433.4% |
| 10Y | +1,533.3% | +217.8% | +1,315.5% | +834.0% |
| All | +1,533.3% | +227.4% | +1,305.9% | +834.0% |
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