+271.3%
PNC vs APD
+162.9%
+108.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | -0.7% | -4.6% | +3.9% | +1.7% |
| 30D | -4.4% | -4.2% | -0.2% | -2.3% |
| 3M | +4.5% | +5.0% | -0.5% | +1.2% |
| 6M | +19.1% | +8.9% | +10.1% | +12.5% |
| YTD | +18.0% | +21.9% | -3.9% | +4.5% |
| 1Y | +24.1% | +5.6% | +18.5% | +17.9% |
| 3Y | +130.0% | +6.9% | +123.1% | +109.7% |
| 5Y | +50.4% | +25.3% | +25.0% | +19.5% |
| 10Y | +271.3% | +169.1% | +102.2% | +79.1% |
| All | +271.3% | +162.9% | +108.4% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling