+382.1%
PNC vs ALLE
+260.9%
+121.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.4% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | -3.8% | -6.8% | +3.0% | 0.0% |
| 3M | +9.0% | +21.0% | -12.0% | -3.4% |
| 6M | +16.6% | +1.1% | +15.5% | +14.2% |
| YTD | +20.4% | -0.5% | +21.0% | +18.3% |
| 1Y | +22.3% | -7.3% | +29.6% | +24.8% |
| 3Y | +124.5% | +42.3% | +82.3% | +73.4% |
| 5Y | +54.1% | +13.5% | +40.6% | +33.3% |
| 10Y | +276.3% | +144.0% | +132.2% | +113.3% |
| All | +382.1% | +260.9% | +121.2% | +135.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling