+295.0%
PCAR vs PNC
+206.2%
+88.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | +2.2% | -0.6% | +2.8% | +2.5% |
| 30D | +0.3% | +5.8% | -5.5% | -2.4% |
| 3M | -17.9% | -7.9% | -10.0% | -14.6% |
| 6M | -3.4% | +10.0% | -13.4% | -7.9% |
| YTD | -0.1% | +14.8% | -14.9% | -7.0% |
| 1Y | +13.4% | +29.7% | -16.3% | -0.4% |
| 3Y | +37.2% | +114.4% | -77.2% | -6.0% |
| 5Y | +117.3% | +36.0% | +81.4% | +80.8% |
| 10Y | +295.0% | +204.7% | +90.2% | +112.1% |
| All | +295.0% | +206.2% | +88.8% | +112.1% |
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