+29.7%
PNC vs ALM
+10.4%
+19.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | -0.2% |
| 7D | +1.9% | -4.0% | +5.9% | +2.0% |
| 30D | +6.2% | -30.5% | +36.7% | +7.2% |
| 3M | -8.7% | -46.9% | +38.2% | -7.6% |
| 6M | +9.2% | -65.5% | +74.7% | +11.6% |
| YTD | +14.3% | -13.4% | +27.7% | +18.1% |
| All | +29.7% | +10.4% | +19.3% | +37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling