-3.3%
LVS vs PNC
+279.5%
-282.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -3.5% | -0.6% | -2.9% | -3.2% |
| 30D | -6.2% | -4.4% | -1.8% | -4.0% |
| 3M | -14.8% | +5.2% | -20.1% | -17.6% |
| 6M | -20.9% | +20.6% | -41.5% | -29.2% |
| YTD | -33.0% | +19.8% | -52.8% | -40.2% |
| 1Y | -20.0% | +24.4% | -44.4% | -30.4% |
| 3Y | -6.9% | +131.2% | -138.2% | -44.8% |
| 5Y | +9.1% | +53.1% | -44.0% | -18.8% |
| All | -3.3% | +279.5% | -282.8% | -46.7% |
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