+107.3%
PNC vs ABCL
-81.2%
+188.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +2.3% | +1.4% | +0.9% | +2.2% |
| 30D | -3.8% | +65.1% | -68.9% | -7.9% |
| 3M | +7.8% | +111.1% | -103.3% | +0.8% |
| 6M | +19.7% | +231.6% | -211.9% | +7.2% |
| YTD | +19.1% | +234.5% | -215.4% | +5.9% |
| 1Y | +23.1% | +174.3% | -151.2% | +10.3% |
| 3Y | +132.1% | +111.5% | +20.7% | +104.4% |
| 5Y | +52.2% | -37.3% | +89.5% | +38.4% |
| All | +107.3% | -81.2% | +188.5% | +95.4% |
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