+4,025.0%
PNC vs AME
+18,709.1%
-14,684.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.5% |
| 7D | +1.4% | +0.6% | +0.8% | +1.1% |
| 30D | -3.8% | -6.7% | +2.9% | -0.7% |
| 3M | +9.0% | +4.1% | +4.9% | +6.7% |
| 6M | +16.6% | +1.6% | +15.1% | +15.2% |
| YTD | +20.4% | +16.1% | +4.3% | +11.7% |
| 1Y | +22.3% | +27.3% | -5.0% | +8.5% |
| 3Y | +124.5% | +50.9% | +73.7% | +83.0% |
| 5Y | +54.1% | +81.4% | -27.3% | +15.5% |
| 10Y | +276.3% | +417.0% | -140.7% | +85.2% |
| All | +4,025.0% | +18,709.1% | -14,684.1% | +583.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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