+344.4%
PNC vs ALLY
+124.8%
+219.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | +1.4% | +3.7% | -2.3% | -0.5% |
| 30D | -3.8% | -2.3% | -1.6% | -2.7% |
| 3M | +9.0% | +3.8% | +5.2% | +6.6% |
| 6M | +16.6% | +9.7% | +6.9% | +10.4% |
| YTD | +20.4% | -1.4% | +21.8% | +20.3% |
| 1Y | +22.3% | +8.2% | +14.1% | +16.0% |
| 3Y | +124.5% | +66.5% | +58.1% | +64.3% |
| 5Y | +54.1% | +1.2% | +52.9% | +38.7% |
| 10Y | +276.3% | +191.4% | +84.8% | +83.3% |
| All | +344.4% | +124.8% | +219.6% | +129.2% |
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