+52.2%
PNC vs AR
+140.6%
-88.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | +2.3% | -1.8% | +4.1% | +2.6% |
| 30D | -3.8% | +12.6% | -16.4% | -5.8% |
| 3M | +7.8% | +10.0% | -2.2% | +5.8% |
| 6M | +19.7% | +0.6% | +19.1% | +18.7% |
| YTD | +19.1% | +13.4% | +5.7% | +15.1% |
| 1Y | +23.1% | +21.7% | +1.4% | +16.7% |
| 3Y | +132.1% | +45.8% | +86.3% | +105.2% |
| 5Y | +52.2% | +144.3% | -92.0% | +15.1% |
| All | +52.2% | +140.6% | -88.4% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling