+29.1%
PNC vs ALLE
+15.5%
+13.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.1% | +2.0% |
| 7D | -0.2% | -0.6% | +0.5% | 0.0% |
| 30D | +6.5% | +26.6% | -20.1% | +1.7% |
| 3M | -7.6% | +13.2% | -20.7% | -9.8% |
| 6M | +8.5% | +42.9% | -34.4% | +0.6% |
| YTD | +14.5% | +21.0% | -6.6% | +7.2% |
| All | +29.1% | +15.5% | +13.6% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling