+99.2%
PNC vs ABCL
-79.5%
+178.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.2% | -2.6% | +2.3% |
| 7D | -0.2% | +12.4% | -12.6% | -1.0% |
| 30D | +6.5% | -0.4% | +6.8% | +6.3% |
| 3M | -7.6% | +80.4% | -88.0% | -12.4% |
| 6M | +8.5% | +138.5% | -130.0% | -0.3% |
| YTD | +14.5% | +265.5% | -251.0% | +0.7% |
| 1Y | +29.7% | +219.7% | -190.0% | +15.3% |
| 3Y | +115.7% | +209.4% | -93.7% | +84.5% |
| 5Y | +34.6% | -15.0% | +49.6% | +21.1% |
| All | +99.2% | -79.5% | +178.7% | +85.8% |
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