+32.5%
PFE vs PNC
+277.5%
-245.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.7% |
| 7D | -4.0% | -0.9% | -3.1% | -3.8% |
| 30D | +3.9% | -4.4% | +8.3% | +5.0% |
| 3M | +9.9% | +5.3% | +4.6% | +8.3% |
| 6M | +5.3% | +19.6% | -14.3% | +0.3% |
| YTD | +16.8% | +19.1% | -2.4% | +11.1% |
| 1Y | +20.4% | +24.3% | -3.9% | +13.1% |
| 3Y | -2.1% | +132.2% | -134.3% | -22.9% |
| 5Y | -21.0% | +52.3% | -73.3% | -31.9% |
| All | +32.5% | +277.5% | -245.1% | -27.4% |
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