+197.4%
PNC vs ALLE
+208.6%
-11.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | +1.9% | +1.6% | +0.3% | +1.0% |
| 30D | +6.2% | +24.1% | -17.9% | -6.7% |
| 3M | -8.7% | +14.8% | -23.6% | -16.3% |
| 6M | +9.2% | +45.9% | -36.7% | -14.2% |
| YTD | +14.3% | +20.7% | -6.4% | -0.4% |
| 1Y | +27.7% | +14.2% | +13.5% | +15.1% |
| 3Y | +113.5% | +90.7% | +22.8% | +35.1% |
| 5Y | +36.7% | +50.6% | -13.8% | -1.5% |
| All | +197.4% | +208.6% | -11.2% | +49.9% |
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