+50.3%
NDAQ vs PNC
+50.6%
-0.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.7% |
| 7D | -6.8% | -0.9% | -5.9% | -6.5% |
| 30D | -3.2% | -4.4% | +1.3% | -1.6% |
| 3M | +6.5% | +5.3% | +1.2% | +4.4% |
| 6M | +5.7% | +19.6% | -13.8% | -1.4% |
| YTD | -4.6% | +19.1% | -23.8% | -11.2% |
| 1Y | -1.6% | +24.3% | -25.9% | -10.0% |
| 3Y | +86.4% | +132.2% | -45.8% | +34.1% |
| 5Y | +50.3% | +52.3% | -2.0% | +21.2% |
| All | +50.3% | +50.6% | -0.3% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling