+28.2%
PNC vs ADVB
-73.1%
+101.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.0% | -9.6% | +0.3% |
| 7D | -0.6% | +10.5% | -11.1% | -0.7% |
| 30D | +5.8% | -56.0% | +61.8% | +6.1% |
| 3M | -7.9% | -70.1% | +62.2% | -7.5% |
| 6M | +10.0% | -53.7% | +63.7% | +9.5% |
| YTD | +14.8% | -60.3% | +75.1% | +15.3% |
| All | +28.2% | -73.1% | +101.3% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling