+363.0%
PNC vs AR
-33.4%
+396.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -1.1% | -14.3% | +13.2% | +1.3% |
| 30D | +4.5% | +1.4% | +3.0% | +4.1% |
| 3M | -10.0% | +3.4% | -13.4% | -10.8% |
| 6M | +3.1% | -2.1% | +5.1% | +2.8% |
| YTD | +11.5% | +4.7% | +6.8% | +9.3% |
| 1Y | +27.3% | +10.6% | +16.7% | +23.4% |
| 3Y | +106.4% | +24.6% | +81.8% | +91.4% |
| 5Y | +31.1% | +71.9% | -40.8% | +11.7% |
| 10Y | +231.3% | +46.4% | +184.9% | +122.7% |
| All | +363.0% | -33.4% | +396.4% | +228.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling