+3,344.9%
PEP vs PNC
+3,908.5%
-563.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | +2.9% | +3.1% | -0.2% | +2.3% |
| 30D | +12.5% | +7.6% | +4.9% | +11.0% |
| 3M | +4.5% | -8.1% | +12.7% | +6.1% |
| 6M | -0.5% | +12.6% | -13.1% | -2.8% |
| YTD | +4.4% | +15.0% | -10.5% | +1.4% |
| 1Y | +4.4% | +30.4% | -26.1% | -1.1% |
| 3Y | -3.4% | +116.1% | -119.5% | -17.8% |
| 5Y | +5.2% | +37.5% | -32.3% | -3.9% |
| 10Y | +92.1% | +205.1% | -113.0% | +45.7% |
| All | +3,344.9% | +3,908.5% | -563.5% | +923.2% |
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 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