+115.9%
PNC vs ALC
+2.0%
+113.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.9% |
| 7D | -0.6% | -6.3% | +5.7% | +1.1% |
| 30D | +5.8% | +12.6% | -6.8% | +2.5% |
| 3M | -7.9% | -3.8% | -4.1% | -7.1% |
| 6M | +10.0% | +16.8% | -6.9% | +5.0% |
| YTD | +14.8% | -7.6% | +22.4% | +16.3% |
| 1Y | +29.7% | -5.9% | +35.5% | +30.6% |
| All | +115.9% | +2.0% | +113.8% | +111.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling