+128.7%
PM vs PNC
+51.0%
+77.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | -1.2% | -0.7% | -0.5% | -1.1% |
| 30D | -0.2% | -4.4% | +4.2% | +0.6% |
| 3M | +4.9% | +4.5% | +0.4% | +4.0% |
| 6M | +9.0% | +19.1% | -10.0% | +5.4% |
| YTD | +17.8% | +18.0% | -0.2% | +13.7% |
| 1Y | +16.8% | +24.1% | -7.2% | +11.5% |
| 3Y | +125.4% | +130.0% | -4.6% | +81.7% |
| 5Y | +128.7% | +50.4% | +78.3% | +100.3% |
| All | +128.7% | +51.0% | +77.7% | +100.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling