+311.6%
PNC vs ALLY
+98.1%
+213.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.3% |
| 7D | -1.1% | +0.9% | -2.0% | -1.6% |
| 30D | +4.5% | +3.1% | +1.4% | +2.8% |
| 3M | -10.0% | -12.6% | +2.6% | -3.7% |
| 6M | +3.1% | -12.4% | +15.5% | +9.8% |
| YTD | +11.5% | -13.2% | +24.7% | +18.8% |
| 1Y | +27.3% | +1.8% | +25.4% | +24.7% |
| 3Y | +106.4% | +58.0% | +48.4% | +55.3% |
| 5Y | +31.1% | -8.4% | +39.6% | +24.7% |
| 10Y | +231.3% | +195.3% | +36.0% | +63.5% |
| All | +311.6% | +98.1% | +213.5% | +126.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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