+99.0%
PNC vs ABCL
-81.0%
+179.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.3% | -0.2% |
| 7D | +1.9% | +4.4% | -2.5% | +1.6% |
| 30D | +6.2% | -7.9% | +14.1% | +6.6% |
| 3M | -8.7% | +12.2% | -20.9% | -10.1% |
| 6M | +9.2% | +134.7% | -125.5% | +0.4% |
| YTD | +14.3% | +239.8% | -225.4% | +1.1% |
| 1Y | +27.7% | +192.7% | -165.0% | +14.2% |
| 3Y | +113.5% | +187.6% | -74.1% | +83.6% |
| 5Y | +36.7% | -22.6% | +59.4% | +23.6% |
| All | +99.0% | -81.0% | +179.9% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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