+29.1%
PNC vs ADVB
-74.4%
+103.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -0.9% | +2.6% |
| 7D | -0.2% | -1.2% | +1.0% | -0.2% |
| 30D | +6.5% | -61.4% | +67.9% | +6.8% |
| 3M | -7.6% | -67.8% | +60.2% | -7.2% |
| 6M | +8.5% | -66.9% | +75.4% | +8.2% |
| YTD | +14.5% | -64.9% | +79.4% | +15.0% |
| All | +29.1% | -74.4% | +103.5% | +32.0% |
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