+4,616.5%
PNC vs AZO
+41,743.6%
-37,127.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -0.6% | -3.6% | +3.0% | +0.6% |
| 30D | -4.4% | -5.6% | +1.2% | -2.7% |
| 3M | +5.2% | -6.6% | +11.9% | +7.1% |
| 6M | +20.6% | -22.5% | +43.1% | +29.7% |
| YTD | +19.8% | -15.2% | +34.9% | +24.5% |
| 1Y | +24.4% | -33.9% | +58.4% | +39.5% |
| 3Y | +131.2% | +11.8% | +119.4% | +116.0% |
| 5Y | +53.1% | +85.5% | -32.4% | +19.9% |
| 10Y | +276.8% | +298.2% | -21.4% | +127.2% |
| All | +4,616.5% | +41,743.6% | -37,127.2% | +830.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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