+1,040.0%
PNC vs AU
+789.2%
+250.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.6% | -0.9% |
| 7D | -0.7% | +0.6% | -1.4% | -0.8% |
| 30D | -4.4% | +12.3% | -16.7% | -4.9% |
| 3M | +4.5% | +29.4% | -24.9% | +3.2% |
| 6M | +19.1% | +3.2% | +15.8% | +18.5% |
| YTD | +18.0% | +31.8% | -13.8% | +16.0% |
| 1Y | +24.1% | +83.4% | -59.4% | +20.1% |
| 3Y | +130.0% | +623.1% | -493.1% | +108.0% |
| 5Y | +50.4% | +700.5% | -650.1% | +34.2% |
| 10Y | +271.3% | +717.6% | -446.3% | +220.7% |
| All | +1,040.0% | +789.2% | +250.8% | +960.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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