+323.7%
PNC vs ALLY
+98.6%
+225.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.5% |
| 7D | -0.6% | -2.8% | +2.1% | +0.8% |
| 30D | +5.8% | +1.9% | +3.9% | +4.7% |
| 3M | -7.9% | -12.1% | +4.2% | -1.7% |
| 6M | +10.0% | -9.0% | +19.0% | +14.9% |
| YTD | +14.8% | -12.9% | +27.7% | +22.1% |
| 1Y | +29.7% | -0.1% | +29.7% | +28.3% |
| 3Y | +114.4% | +64.6% | +49.8% | +57.9% |
| 5Y | +36.0% | -10.1% | +46.0% | +30.6% |
| 10Y | +204.7% | +176.7% | +28.0% | +54.1% |
| All | +323.7% | +98.6% | +225.1% | +132.7% |
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