+34.6%
PNC vs ALK
-29.1%
+63.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.1% | -4.5% | +0.5% |
| 7D | -0.2% | +8.9% | -9.1% | -2.9% |
| 30D | +6.5% | +5.9% | +0.5% | +4.2% |
| 3M | -7.6% | -16.5% | +9.0% | -3.0% |
| 6M | +8.5% | +2.1% | +6.4% | +5.4% |
| YTD | +14.5% | -17.1% | +31.6% | +17.3% |
| 1Y | +29.7% | -2.9% | +32.6% | +25.4% |
| 3Y | +115.7% | +24.5% | +91.2% | +72.5% |
| 5Y | +34.6% | -29.1% | +63.7% | +33.6% |
| All | +34.6% | -29.1% | +63.7% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling