+127.9%
PNC vs ALM
+2,150.5%
-2,022.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.8% |
| 7D | -0.7% | +3.6% | -4.3% | -0.8% |
| 30D | -4.4% | +33.8% | -38.2% | -5.2% |
| 3M | +4.5% | +14.8% | -10.3% | +3.9% |
| 6M | +19.1% | -7.0% | +26.0% | +18.6% |
| YTD | +18.0% | +108.1% | -90.0% | +15.2% |
| 1Y | +24.1% | +313.8% | -289.7% | +18.8% |
| All | +127.9% | +2,150.5% | -2,022.6% | +112.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling