+782.8%
PH vs PNC
+277.5%
+505.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.5% | -2.3% |
| 7D | -3.1% | -0.9% | -2.2% | -2.5% |
| 30D | -11.8% | -4.4% | -7.4% | -8.9% |
| 3M | +6.9% | +5.3% | +1.6% | +2.8% |
| 6M | -1.3% | +19.6% | -20.8% | -13.4% |
| YTD | +7.0% | +19.1% | -12.2% | -6.5% |
| 1Y | +23.1% | +24.3% | -1.2% | +4.0% |
| 3Y | +135.4% | +132.2% | +3.2% | +24.8% |
| 5Y | +250.3% | +52.3% | +198.0% | +145.0% |
| All | +782.8% | +277.5% | +505.3% | +212.7% |
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