+375.2%
PNC vs AR
-30.5%
+405.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.3% | -1.7% | +1.9% |
| 7D | +0.8% | -5.8% | +6.6% | +1.7% |
| 30D | +6.5% | +4.8% | +1.7% | +5.5% |
| 3M | -7.3% | +1.5% | -8.8% | -7.8% |
| 6M | +8.5% | +4.7% | +3.8% | +7.1% |
| YTD | +14.5% | +9.2% | +5.3% | +11.4% |
| 1Y | +29.1% | +11.2% | +17.9% | +25.1% |
| 3Y | +113.7% | +46.2% | +67.5% | +93.3% |
| 5Y | +35.7% | +98.1% | -62.4% | +13.1% |
| 10Y | +203.7% | +54.5% | +149.1% | +102.5% |
| All | +375.2% | -30.5% | +405.7% | +235.3% |
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