+50.7%
O vs PNC
+279.5%
-228.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -2.9% | -0.6% | -2.3% | -2.7% |
| 30D | -4.5% | -4.4% | -0.1% | -3.0% |
| 3M | -2.6% | +5.2% | -7.9% | -4.6% |
| 6M | -5.6% | +20.6% | -26.3% | -12.3% |
| YTD | +9.3% | +19.8% | -10.5% | +1.5% |
| 1Y | +4.3% | +24.4% | -20.1% | -4.8% |
| 3Y | +27.4% | +131.2% | -103.8% | -11.4% |
| 5Y | +17.1% | +53.1% | -36.1% | -6.2% |
| All | +50.7% | +279.5% | -228.8% | +0.5% |
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