+208.8%
PM vs PNC
+277.5%
-68.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.9% |
| 7D | +1.9% | -0.9% | +2.8% | +2.2% |
| 30D | +1.9% | -4.4% | +6.3% | +3.1% |
| 3M | +4.6% | +5.3% | -0.7% | +3.0% |
| 6M | +11.7% | +19.6% | -7.9% | +5.9% |
| YTD | +20.4% | +19.1% | +1.2% | +13.9% |
| 1Y | +19.0% | +24.3% | -5.4% | +11.0% |
| 3Y | +130.4% | +132.2% | -1.8% | +73.0% |
| 5Y | +131.5% | +52.3% | +79.1% | +95.1% |
| All | +208.8% | +277.5% | -68.7% | +120.9% |
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 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