+137.1%
PNC vs AR
+46.7%
+90.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +1.4% | +2.5% | -1.1% | +1.1% |
| 30D | -3.8% | +14.8% | -18.6% | -5.5% |
| 3M | +9.0% | +6.2% | +2.8% | +8.0% |
| 6M | +16.6% | +4.3% | +12.4% | +15.3% |
| YTD | +20.4% | +14.4% | +6.1% | +17.0% |
| 1Y | +22.3% | +21.3% | +1.0% | +17.0% |
| All | +137.1% | +46.7% | +90.3% | +113.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling