+466.3%
LLY vs PNC
+34.3%
+432.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +1.6% | +0.8% | +0.8% | +1.5% |
| 30D | +21.5% | +6.5% | +15.0% | +20.6% |
| 3M | +16.4% | -7.3% | +23.7% | +17.4% |
| 6M | +51.5% | +8.5% | +43.0% | +49.8% |
| YTD | +33.9% | +14.5% | +19.5% | +31.3% |
| 1Y | +49.1% | +29.1% | +20.0% | +43.9% |
| 3Y | +144.6% | +113.7% | +30.9% | +123.9% |
| 5Y | +466.3% | +35.7% | +430.6% | +450.9% |
| All | +466.3% | +34.3% | +432.1% | +450.9% |
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 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