+271.3%
PNC vs ALK
-39.2%
+310.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -0.7% | -3.0% | +2.2% | +0.3% |
| 30D | -4.4% | -14.6% | +10.2% | +1.0% |
| 3M | +4.5% | -10.6% | +15.1% | +7.2% |
| 6M | +19.1% | -6.7% | +25.8% | +18.4% |
| YTD | +18.0% | -19.8% | +37.8% | +23.2% |
| 1Y | +24.1% | -35.2% | +59.3% | +39.4% |
| 3Y | +130.0% | +1.4% | +128.6% | +102.5% |
| 5Y | +50.4% | -30.7% | +81.0% | +50.0% |
| 10Y | +271.3% | -37.4% | +308.7% | +218.7% |
| All | +271.3% | -39.2% | +310.5% | +218.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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