+271.3%
PNC vs ALLE
+146.0%
+125.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | +0.7% |
| 7D | -0.7% | -2.2% | +1.4% | +0.5% |
| 30D | -4.4% | -8.3% | +3.9% | +0.5% |
| 3M | +4.5% | +16.3% | -11.8% | -5.6% |
| 6M | +19.1% | +1.8% | +17.3% | +15.9% |
| YTD | +18.0% | -3.9% | +22.0% | +18.2% |
| 1Y | +24.1% | -10.0% | +34.1% | +28.9% |
| 3Y | +130.0% | +45.8% | +84.2% | +71.8% |
| 5Y | +50.4% | +13.3% | +37.1% | +29.1% |
| 10Y | +271.3% | +155.3% | +116.0% | +111.3% |
| All | +271.3% | +146.0% | +125.3% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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