+367.9%
PCAR vs PNC
+268.7%
+99.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | -0.2% | -0.7% | +0.5% | +0.2% |
| 30D | -6.9% | -4.4% | -2.5% | -4.9% |
| 3M | +2.1% | +4.5% | -2.4% | -0.1% |
| 6M | +1.6% | +19.1% | -17.5% | -6.8% |
| YTD | +12.2% | +18.0% | -5.8% | +3.1% |
| 1Y | +28.0% | +24.1% | +4.0% | +14.7% |
| 3Y | +61.0% | +130.0% | -69.0% | +6.1% |
| 5Y | +163.9% | +50.4% | +113.5% | +108.5% |
| 10Y | +367.9% | +271.3% | +96.6% | +110.7% |
| All | +367.9% | +268.7% | +99.2% | +110.7% |
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