+4,025.0%
PNC vs APD
+6,115.6%
-2,090.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.7% |
| 7D | +1.4% | -2.2% | +3.6% | +2.5% |
| 30D | -3.8% | +2.1% | -5.9% | -4.9% |
| 3M | +9.0% | +7.2% | +1.8% | +4.7% |
| 6M | +16.6% | +11.2% | +5.4% | +9.6% |
| YTD | +20.4% | +24.4% | -4.0% | +6.6% |
| 1Y | +22.3% | +6.7% | +15.7% | +16.0% |
| 3Y | +124.5% | +9.2% | +115.3% | +103.8% |
| 5Y | +54.1% | +27.4% | +26.7% | +27.0% |
| 10Y | +276.3% | +164.8% | +111.4% | +113.2% |
| All | +4,025.0% | +6,115.6% | -2,090.7% | +431.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling