+199.0%
PNC vs ALM
+2,100.8%
-1,901.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.7% | -7.2% | +0.4% |
| 7D | +3.1% | +1.2% | +1.8% | +3.0% |
| 30D | +7.6% | -19.3% | +27.0% | +8.1% |
| 3M | -8.1% | -40.6% | +32.5% | -7.2% |
| 6M | +12.6% | -57.9% | +70.5% | +14.3% |
| YTD | +15.0% | -6.7% | +21.6% | +14.3% |
| 1Y | +30.4% | +20.2% | +10.2% | +28.8% |
| 3Y | +116.1% | +879.4% | -763.3% | +101.9% |
| 5Y | +37.5% | +415.3% | -377.8% | +29.0% |
| All | +199.0% | +2,100.8% | -1,901.8% | +183.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling