+272.5%
PM vs PNC
+202.3%
+70.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.6% | +1.0% |
| 7D | +0.5% | +3.1% | -2.5% | -0.3% |
| 30D | -3.2% | +7.6% | -10.9% | -5.2% |
| 3M | +6.2% | -8.1% | +14.4% | +8.7% |
| 6M | +7.7% | +12.6% | -4.9% | +3.9% |
| YTD | +27.3% | +15.0% | +12.3% | +21.4% |
| 1Y | +32.8% | +30.4% | +2.4% | +22.0% |
| 3Y | +150.0% | +116.1% | +33.9% | +90.8% |
| 5Y | +164.2% | +37.5% | +126.8% | +129.6% |
| All | +272.5% | +202.3% | +70.2% | +155.2% |
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