+203.7%
PNC vs ALK
-39.7%
+243.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +0.8% | +12.9% | -12.1% | -3.6% |
| 30D | +6.5% | +5.5% | +0.9% | +3.9% |
| 3M | -7.3% | -12.1% | +4.8% | -3.7% |
| 6M | +8.5% | +1.7% | +6.8% | +5.0% |
| YTD | +14.5% | -17.4% | +31.9% | +17.5% |
| 1Y | +29.1% | -1.9% | +31.0% | +23.6% |
| 3Y | +113.7% | +21.2% | +92.5% | +74.0% |
| 5Y | +35.7% | -27.8% | +63.5% | +33.0% |
| 10Y | +203.7% | -41.0% | +244.7% | +168.0% |
| All | +203.7% | -39.7% | +243.4% | +168.0% |
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