+197.4%
PNC vs ALM
+1,942.8%
-1,745.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | -0.3% |
| 7D | +1.9% | -4.0% | +5.9% | +2.0% |
| 30D | +6.2% | -30.5% | +36.7% | +7.1% |
| 3M | -8.7% | -46.9% | +38.2% | -7.6% |
| 6M | +9.2% | -65.5% | +74.7% | +11.4% |
| YTD | +14.3% | -13.4% | +27.7% | +13.9% |
| 1Y | +27.7% | +9.8% | +17.9% | +26.4% |
| 3Y | +113.5% | +783.1% | -669.6% | +99.9% |
| 5Y | +36.7% | +378.3% | -341.6% | +28.6% |
| All | +197.4% | +1,942.8% | -1,745.5% | +182.5% |
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