+24.1%
PNC vs AR
+21.2%
+2.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -0.7% | -1.2% | +0.5% | -0.8% |
| 30D | -4.4% | +5.5% | -9.9% | -4.1% |
| 3M | +4.5% | +12.9% | -8.4% | +5.2% |
| 6M | +19.1% | +0.1% | +19.0% | +18.9% |
| YTD | +18.0% | +13.5% | +4.5% | +17.7% |
| 1Y | +24.1% | +21.6% | +2.5% | +23.8% |
| All | +24.1% | +21.2% | +2.9% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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