+634.6%
P vs PNC
+202.3%
+432.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.5% | -2.2% |
| 7D | +11.6% | +3.1% | +8.6% | +9.9% |
| 30D | -23.7% | +7.6% | -31.3% | -26.5% |
| 3M | -8.0% | -8.1% | +0.2% | -3.8% |
| 6M | +27.9% | +12.6% | +15.3% | +19.7% |
| YTD | +61.2% | +15.0% | +46.2% | +48.7% |
| 1Y | +28.6% | +30.4% | -1.8% | +10.3% |
| 3Y | +200.5% | +116.1% | +84.3% | +92.7% |
| 5Y | +282.9% | +37.5% | +245.5% | +206.7% |
| All | +634.6% | +202.3% | +432.3% | +326.7% |
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