+61.8%
PCAR vs PNC
+133.3%
-71.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.2% |
| 7D | 0.0% | +2.3% | -2.2% | -1.1% |
| 30D | -7.7% | -3.8% | -3.9% | -5.9% |
| 3M | +3.7% | +7.8% | -4.1% | -0.4% |
| 6M | +2.3% | +19.7% | -17.4% | -6.9% |
| YTD | +12.8% | +19.1% | -6.3% | +2.4% |
| 1Y | +27.8% | +23.1% | +4.6% | +13.8% |
| 3Y | +61.8% | +132.1% | -70.3% | +13.2% |
| All | +61.8% | +133.3% | -71.6% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling