-1.6%
PFE vs PNC
+133.3%
-134.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.1% |
| 7D | -2.7% | +2.3% | -4.9% | -3.1% |
| 30D | +3.8% | -3.8% | +7.7% | +4.7% |
| 3M | +10.4% | +7.8% | +2.6% | +8.2% |
| 6M | +6.3% | +19.7% | -13.4% | +1.6% |
| YTD | +17.4% | +19.1% | -1.7% | +11.9% |
| 1Y | +21.1% | +23.1% | -2.0% | +14.4% |
| 3Y | -1.6% | +132.1% | -133.7% | -20.9% |
| All | -1.6% | +133.3% | -134.9% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling