+287.1%
PCAR vs PNC
+202.3%
+84.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | 0.0% |
| 7D | +4.9% | +3.1% | +1.9% | +3.4% |
| 30D | -1.4% | +7.6% | -9.1% | -4.9% |
| 3M | -18.1% | -8.1% | -10.0% | -14.7% |
| 6M | -4.0% | +12.6% | -16.6% | -9.5% |
| YTD | -1.5% | +15.0% | -16.4% | -8.3% |
| 1Y | +13.2% | +30.4% | -17.2% | -0.9% |
| 3Y | +35.8% | +116.1% | -80.4% | -7.4% |
| 5Y | +114.6% | +37.5% | +77.2% | +77.6% |
| All | +287.1% | +202.3% | +84.8% | +108.7% |
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