+112.6%
PCAR vs PNC
+34.3%
+78.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +3.5% | +0.8% | +2.6% | +3.1% |
| 30D | -2.3% | +6.5% | -8.8% | -5.3% |
| 3M | -19.3% | -7.3% | -12.1% | -16.4% |
| 6M | -7.1% | +8.5% | -15.6% | -10.9% |
| YTD | -2.8% | +14.5% | -17.3% | -9.4% |
| 1Y | +9.3% | +29.1% | -19.8% | -4.0% |
| 3Y | +33.5% | +113.7% | -80.2% | -7.1% |
| 5Y | +112.6% | +35.7% | +76.9% | +81.3% |
| All | +112.6% | +34.3% | +78.4% | +81.3% |
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