+2,053.0%
LLY vs PNC
+200.7%
+1,852.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +4.6% | +1.9% | +2.7% | +4.2% |
| 30D | +22.4% | +6.2% | +16.1% | +21.0% |
| 3M | +17.1% | -8.7% | +25.9% | +19.1% |
| 6M | +44.6% | +9.2% | +35.4% | +42.0% |
| YTD | +33.5% | +14.3% | +19.1% | +29.5% |
| 1Y | +41.1% | +27.7% | +13.4% | +34.0% |
| 3Y | +143.8% | +113.5% | +30.3% | +107.5% |
| 5Y | +473.4% | +36.7% | +436.6% | +428.9% |
| All | +2,053.0% | +200.7% | +1,852.3% | +1,546.9% |
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