+150.5%
PNC vs ALC
+17.1%
+133.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +2.1% |
| 7D | -0.9% | -7.7% | +6.8% | +2.5% |
| 30D | -4.4% | -11.7% | +7.3% | +0.8% |
| 3M | +5.3% | +0.7% | +4.6% | +4.5% |
| 6M | +19.6% | -17.1% | +36.7% | +28.5% |
| YTD | +19.1% | -15.1% | +34.3% | +26.3% |
| 1Y | +24.3% | -14.1% | +38.4% | +30.6% |
| 3Y | +132.2% | -18.2% | +150.4% | +141.9% |
| 5Y | +52.3% | -19.2% | +71.5% | +55.4% |
| All | +150.5% | +17.1% | +133.5% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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