+153.3%
PNC vs ALC
+24.0%
+129.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +1.1% |
| 7D | +1.4% | -2.1% | +3.5% | +2.3% |
| 30D | -3.8% | -0.1% | -3.7% | -3.9% |
| 3M | +9.0% | +5.9% | +3.1% | +5.8% |
| 6M | +16.6% | -15.9% | +32.6% | +24.7% |
| YTD | +20.4% | -10.1% | +30.5% | +24.5% |
| 1Y | +22.3% | -10.2% | +32.6% | +26.1% |
| 3Y | +124.5% | -13.6% | +138.1% | +128.5% |
| 5Y | +54.1% | -15.1% | +69.2% | +54.2% |
| All | +153.3% | +24.0% | +129.2% | +85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling