+346.5%
PNC vs ALLE
+327.3%
+19.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.1% |
| 7D | -1.1% | -0.6% | -0.5% | -0.8% |
| 30D | +4.5% | +25.3% | -20.9% | -8.4% |
| 3M | -10.0% | +10.3% | -20.3% | -15.4% |
| 6M | +3.1% | +38.0% | -35.0% | -15.7% |
| YTD | +11.5% | +17.8% | -6.2% | -0.9% |
| 1Y | +27.3% | +13.6% | +13.7% | +15.4% |
| 3Y | +106.4% | +89.2% | +17.1% | +34.3% |
| 5Y | +31.1% | +51.1% | -19.9% | -4.4% |
| 10Y | +231.3% | +228.1% | +3.2% | +60.5% |
| All | +346.5% | +327.3% | +19.2% | +96.9% |
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 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