+12,741.4%
PCAR vs PNC
+3,891.4%
+8,850.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.0% |
| 3M | -19.3% | -7.3% | -12.1% | -16.7% |
| 6M | -7.1% | +8.5% | -15.6% | -10.5% |
| YTD | -2.8% | +14.5% | -17.3% | -8.7% |
| 1Y | +9.3% | +29.1% | -19.8% | -2.6% |
| 3Y | +33.5% | +113.7% | -80.2% | -5.4% |
| 5Y | +112.6% | +35.7% | +76.9% | +79.7% |
| 10Y | +276.9% | +203.7% | +73.3% | +113.2% |
| All | +12,741.4% | +3,891.4% | +8,850.0% | +2,379.6% |
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