+24.3%
PNC vs APD
+5.6%
+18.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.0% |
| 7D | -0.9% | -3.5% | +2.6% | -0.4% |
| 30D | -4.4% | -5.1% | +0.6% | -3.8% |
| 3M | +5.3% | +6.9% | -1.6% | +4.4% |
| 6M | +19.6% | +8.1% | +11.5% | +18.0% |
| YTD | +19.1% | +21.2% | -2.1% | +15.0% |
| 1Y | +24.3% | +4.9% | +19.5% | +25.5% |
| All | +24.3% | +5.6% | +18.7% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling