+1,560.7%
LLY vs PNC
+277.5%
+1,283.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | -3.2% | -0.9% | -2.3% | -3.0% |
| 30D | -7.4% | -4.4% | -3.0% | -6.7% |
| 3M | -1.0% | +5.3% | -6.3% | -2.1% |
| 6M | +12.5% | +19.6% | -7.1% | +8.6% |
| YTD | +5.0% | +19.1% | -14.1% | +1.1% |
| 1Y | +49.8% | +24.3% | +25.4% | +42.8% |
| 3Y | +95.5% | +132.2% | -36.7% | +63.0% |
| 5Y | +390.7% | +52.3% | +338.4% | +340.9% |
| All | +1,560.7% | +277.5% | +1,283.1% | +969.5% |
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