+415.5%
PNC vs ALM
+7,705.7%
-7,290.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.2% |
| 7D | +1.4% | -2.6% | +4.0% | +1.4% |
| 30D | -3.8% | +32.0% | -35.8% | -3.9% |
| 3M | +9.0% | -15.0% | +24.1% | +9.0% |
| 6M | +16.6% | -10.1% | +26.8% | +16.6% |
| YTD | +20.4% | +99.4% | -79.0% | +20.2% |
| 1Y | +22.3% | +316.4% | -294.0% | +21.9% |
| 3Y | +124.5% | +2,022.0% | -1,897.4% | +122.8% |
| 5Y | +54.1% | +941.2% | -887.1% | +53.0% |
| 10Y | +276.3% | +2,950.3% | -2,674.1% | +272.6% |
| All | +415.5% | +7,705.7% | -7,290.3% | +408.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling