+1,009.8%
LITE vs PNC
+52.4%
+957.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.1% | +12.1% | +11.7% |
| 7D | +12.6% | +2.3% | +10.3% | +10.9% |
| 30D | +9.9% | -3.8% | +13.7% | +12.6% |
| 3M | +9.3% | +7.8% | +1.5% | +3.5% |
| 6M | +75.2% | +19.7% | +55.5% | +54.2% |
| YTD | +165.5% | +19.1% | +146.4% | +133.6% |
| 1Y | +555.0% | +23.1% | +531.8% | +463.4% |
| 3Y | +1,870.5% | +132.1% | +1,738.3% | +1,115.7% |
| 5Y | +1,009.8% | +52.2% | +957.6% | +710.7% |
| All | +1,009.8% | +52.4% | +957.5% | +710.7% |
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