+36.0%
PNC vs ALM
+456.2%
-420.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -0.6% | -7.2% | +6.5% | -0.4% |
| 30D | +5.8% | -26.4% | +32.2% | +6.7% |
| 3M | -7.9% | -38.6% | +30.7% | -6.9% |
| 6M | +10.0% | -61.0% | +71.0% | +12.3% |
| YTD | +14.8% | -7.4% | +22.2% | +14.0% |
| 1Y | +29.7% | +14.0% | +15.7% | +27.8% |
| 3Y | +114.4% | +844.4% | -730.1% | +96.5% |
| 5Y | +36.0% | +410.8% | -374.8% | +25.8% |
| All | +36.0% | +456.2% | -420.3% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling