-10.0%
LOW vs PNC
+129.9%
-139.9%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.5% |
| 7D | -2.6% | -0.9% | -1.7% | -2.2% |
| 30D | -11.1% | -4.4% | -6.7% | -9.3% |
| 3M | -8.5% | +5.3% | -13.8% | -10.8% |
| 6M | -20.8% | +19.6% | -40.4% | -27.1% |
| YTD | -17.2% | +19.1% | -36.4% | -24.1% |
| 1Y | -24.7% | +24.3% | -49.0% | -32.4% |
| All | -10.0% | +129.9% | -139.9% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling