+15,068.3%
PCAR vs PNC
+4,099.5%
+10,968.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -0.5% | +1.4% | -1.9% | -1.1% |
| 30D | -6.2% | -3.8% | -2.4% | -4.7% |
| 3M | +5.9% | +9.0% | -3.1% | +1.9% |
| 6M | +0.4% | +16.6% | -16.2% | -6.2% |
| YTD | +14.8% | +20.4% | -5.6% | +5.5% |
| 1Y | +30.1% | +22.3% | +7.8% | +18.6% |
| 3Y | +66.7% | +124.5% | -57.9% | +15.3% |
| 5Y | +166.1% | +54.1% | +112.1% | +112.6% |
| 10Y | +353.7% | +276.3% | +77.4% | +134.1% |
| All | +15,068.3% | +4,099.5% | +10,968.8% | +2,764.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling