+3,832.4%
PNC vs APD
+6,445.2%
-2,612.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.2% |
| 7D | -0.6% | -1.2% | +0.5% | 0.0% |
| 30D | +5.8% | +11.0% | -5.2% | +0.4% |
| 3M | -7.9% | +2.6% | -10.5% | -9.2% |
| 6M | +10.0% | +4.8% | +5.1% | +6.6% |
| YTD | +14.8% | +31.0% | -16.2% | -1.1% |
| 1Y | +29.7% | +23.4% | +6.3% | +14.6% |
| 3Y | +114.4% | +28.4% | +86.0% | +80.1% |
| 5Y | +36.0% | +15.2% | +20.8% | +18.1% |
| 10Y | +204.7% | +190.7% | +14.0% | +64.8% |
| All | +3,832.4% | +6,445.2% | -2,612.8% | +393.1% |
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 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