+361.5%
NDAQ vs PNC
+279.5%
+82.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | -5.9% | -0.6% | -5.3% | -5.7% |
| 30D | -4.7% | -4.4% | -0.3% | -3.1% |
| 3M | +5.5% | +5.2% | +0.3% | +3.3% |
| 6M | +7.4% | +20.6% | -13.3% | -0.7% |
| YTD | -5.5% | +19.8% | -25.2% | -12.6% |
| 1Y | -3.7% | +24.4% | -28.1% | -12.4% |
| 3Y | +85.0% | +131.2% | -46.2% | +29.8% |
| 5Y | +49.0% | +53.1% | -4.1% | +20.2% |
| All | +361.5% | +279.5% | +82.0% | +162.7% |
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