+21.0%
PFE vs PNC
+115.6%
-94.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -1.7% | +3.1% | -4.8% | -2.3% |
| 30D | +0.3% | +7.6% | -7.3% | -1.1% |
| 3M | +9.4% | -8.1% | +17.5% | +11.2% |
| 6M | +14.9% | +12.6% | +2.3% | +11.6% |
| YTD | +23.8% | +15.0% | +8.8% | +19.1% |
| 1Y | +19.5% | +30.4% | -10.9% | +11.6% |
| 3Y | +21.0% | +116.1% | -95.1% | +12.1% |
| All | +21.0% | +115.6% | -94.6% | +12.1% |
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