+50.9%
LVS vs PNC
+728.4%
-677.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.2% |
| 7D | +0.3% | +2.3% | -2.0% | -1.0% |
| 30D | -3.9% | -3.8% | -0.1% | -1.7% |
| 3M | -12.9% | +7.8% | -20.7% | -17.1% |
| 6M | -16.9% | +19.7% | -36.6% | -26.1% |
| YTD | -31.2% | +19.1% | -50.4% | -39.0% |
| 1Y | -16.4% | +23.1% | -39.5% | -27.6% |
| 3Y | -4.4% | +132.1% | -136.6% | -45.4% |
| 5Y | +6.7% | +52.2% | -45.6% | -22.9% |
| 10Y | +1.4% | +271.4% | -270.0% | -60.5% |
| All | +50.9% | +728.4% | -677.4% | -69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling