+2,080.1%
LLY vs PNC
+202.3%
+1,877.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.2% |
| 7D | +6.7% | +3.1% | +3.7% | +6.2% |
| 30D | +19.6% | +7.6% | +11.9% | +18.0% |
| 3M | +19.7% | -8.1% | +27.9% | +21.5% |
| 6M | +42.7% | +12.6% | +30.1% | +39.3% |
| YTD | +35.1% | +15.0% | +20.2% | +31.0% |
| 1Y | +42.2% | +30.4% | +11.8% | +34.5% |
| 3Y | +140.8% | +116.1% | +24.6% | +104.5% |
| 5Y | +480.6% | +37.5% | +443.1% | +435.0% |
| All | +2,080.1% | +202.3% | +1,877.8% | +1,566.0% |
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