+2,246.7%
PNC vs AEIS
+2,566.8%
-320.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.2% |
| 7D | +1.4% | +3.0% | -1.6% | +0.9% |
| 30D | -3.8% | -14.6% | +10.8% | -1.4% |
| 3M | +9.0% | -12.4% | +21.5% | +9.8% |
| 6M | +16.6% | -15.0% | +31.6% | +17.2% |
| YTD | +20.4% | +34.3% | -13.9% | +11.1% |
| 1Y | +22.3% | +87.4% | -65.0% | +5.7% |
| 3Y | +124.5% | +139.8% | -15.2% | +82.6% |
| 5Y | +54.1% | +220.7% | -166.7% | +17.8% |
| 10Y | +276.3% | +531.6% | -255.3% | +147.3% |
| All | +2,246.7% | +2,566.8% | -320.2% | +966.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 all: compounded portfolio wealth divided by compounded AEIS 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…
all analysis · Full analysis span regression · 6 months rolling