+270.8%
PNC vs ALM
+2,776.7%
-2,506.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.6% | +10.6% | +1.2% |
| 7D | -0.9% | -7.1% | +6.2% | -0.8% |
| 30D | -4.4% | +24.7% | -29.1% | -5.0% |
| 3M | +5.3% | +8.3% | -3.0% | +4.8% |
| 6M | +19.6% | -22.2% | +41.7% | +19.6% |
| YTD | +19.1% | +88.1% | -68.9% | +16.8% |
| 1Y | +24.3% | +272.4% | -248.0% | +19.9% |
| 3Y | +132.2% | +2,004.1% | -1,871.9% | +113.7% |
| 5Y | +52.3% | +915.8% | -863.5% | +41.3% |
| All | +270.8% | +2,776.7% | -2,506.0% | +242.7% |
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