+4,025.0%
PNC vs ALK
+839.9%
+3,185.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | -0.3% |
| 7D | +1.4% | -0.7% | +2.1% | +1.6% |
| 30D | -3.8% | -19.2% | +15.4% | +2.6% |
| 3M | +9.0% | -1.5% | +10.5% | +8.2% |
| 6M | +16.6% | -13.1% | +29.7% | +18.7% |
| YTD | +20.4% | -16.4% | +36.9% | +23.5% |
| 1Y | +22.3% | -33.1% | +55.4% | +33.6% |
| 3Y | +124.5% | +0.6% | +123.9% | +106.0% |
| 5Y | +54.1% | -26.4% | +80.5% | +52.9% |
| 10Y | +276.3% | -34.2% | +310.4% | +255.5% |
| All | +4,025.0% | +839.9% | +3,185.1% | +1,171.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling