-17.7%
LVS vs PNC
+23.0%
-40.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -1.5% | +1.4% | -2.9% | -1.7% |
| 30D | -3.2% | -3.8% | +0.6% | -2.8% |
| 3M | -12.0% | +9.0% | -21.0% | -13.7% |
| 6M | -19.9% | +16.6% | -36.5% | -23.0% |
| YTD | -30.6% | +20.4% | -51.1% | -33.1% |
| 1Y | -17.7% | +22.3% | -40.1% | -20.0% |
| All | -17.7% | +23.0% | -40.7% | -20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling