+75.3%
PEP vs PNC
+279.5%
-204.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.4% |
| 7D | -1.0% | -0.6% | -0.4% | -0.8% |
| 30D | -0.7% | -4.4% | +3.7% | +0.2% |
| 3M | -4.1% | +5.2% | -9.4% | -5.3% |
| 6M | -13.1% | +20.6% | -33.7% | -16.6% |
| YTD | -2.1% | +19.8% | -21.9% | -6.2% |
| 1Y | -1.7% | +24.4% | -26.1% | -6.6% |
| 3Y | -15.1% | +131.2% | -146.3% | -31.1% |
| 5Y | +3.1% | +53.1% | -50.0% | -9.1% |
| All | +75.3% | +279.5% | -204.2% | +34.8% |
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