+217.8%
PNC vs ALLE
+233.6%
-15.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.1% | +1.0% |
| 7D | -0.2% | -0.6% | +0.5% | +0.2% |
| 30D | +6.5% | +26.6% | -20.1% | -7.6% |
| 3M | -7.6% | +13.2% | -20.7% | -14.6% |
| 6M | +8.5% | +42.9% | -34.4% | -13.7% |
| YTD | +14.5% | +21.0% | -6.6% | -0.4% |
| 1Y | +29.7% | +15.2% | +14.5% | +16.3% |
| 3Y | +115.7% | +95.6% | +20.1% | +34.2% |
| 5Y | +34.6% | +53.4% | -18.8% | -4.3% |
| 10Y | +217.8% | +221.5% | -3.6% | +56.2% |
| All | +217.8% | +233.6% | -15.8% | +56.2% |
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