+695.9%
PH vs PNC
+202.3%
+493.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.4% |
| 7D | +4.3% | +3.1% | +1.3% | +2.2% |
| 30D | +0.1% | +7.6% | -7.5% | -5.1% |
| 3M | -9.4% | -8.1% | -1.2% | -4.1% |
| 6M | +8.8% | +12.6% | -3.8% | -0.7% |
| YTD | +9.6% | +15.0% | -5.3% | -2.0% |
| 1Y | +14.4% | +30.4% | -16.0% | -6.7% |
| 3Y | +134.5% | +116.1% | +18.4% | +30.8% |
| 5Y | +204.4% | +37.5% | +167.0% | +130.1% |
| All | +695.9% | +202.3% | +493.5% | +232.7% |
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