+91.3%
PEP vs PNC
+200.7%
-109.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | -0.3% | +1.9% | -2.2% | -0.7% |
| 30D | +11.8% | +6.2% | +5.5% | +10.3% |
| 3M | +3.7% | -8.7% | +12.4% | +5.6% |
| 6M | -4.3% | +9.2% | -13.5% | -6.3% |
| YTD | +2.1% | +14.3% | -12.2% | -1.2% |
| 1Y | +2.5% | +27.7% | -25.2% | -3.3% |
| 3Y | -5.0% | +113.5% | -118.5% | -21.9% |
| 5Y | +2.9% | +36.7% | -33.9% | -6.9% |
| All | +91.3% | +200.7% | -109.4% | +44.2% |
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 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