+488.6%
PNC vs AMCR
+96.6%
+392.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -0.9% | -5.0% | +4.1% | +1.1% |
| 30D | -4.4% | -8.0% | +3.6% | -1.4% |
| 3M | +5.3% | +14.3% | -9.0% | -0.5% |
| 6M | +19.6% | +5.3% | +14.2% | +16.0% |
| YTD | +19.1% | +7.7% | +11.4% | +13.6% |
| 1Y | +24.3% | +10.8% | +13.5% | +16.8% |
| 3Y | +132.2% | +9.6% | +122.6% | +116.5% |
| 5Y | +52.3% | -10.2% | +62.5% | +53.4% |
| 10Y | +274.8% | +16.5% | +258.3% | +225.4% |
| All | +488.6% | +96.6% | +392.0% | +395.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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