+63.2%
PAAS vs PNC
+34.3%
+28.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | +4.2% | +0.8% | +3.4% | +4.0% |
| 30D | -13.8% | +6.5% | -20.3% | -15.1% |
| 3M | -22.7% | -7.3% | -15.4% | -21.4% |
| 6M | -32.1% | +8.5% | -40.6% | -33.7% |
| YTD | -22.3% | +14.5% | -36.7% | -25.3% |
| 1Y | +7.7% | +29.1% | -21.4% | +0.6% |
| 3Y | +214.0% | +113.7% | +100.3% | +151.3% |
| 5Y | +63.2% | +35.7% | +27.5% | +29.9% |
| All | +63.2% | +34.3% | +28.9% | +29.9% |
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