+272.7%
PNC vs BR
+189.7%
+83.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | -0.6% | -3.0% | +2.4% | +0.9% |
| 30D | -4.4% | -0.3% | -4.1% | -4.5% |
| 3M | +5.2% | +17.3% | -12.1% | -3.8% |
| 6M | +20.6% | -6.7% | +27.3% | +23.1% |
| YTD | +19.8% | -23.4% | +43.2% | +34.8% |
| 1Y | +24.4% | -32.7% | +57.1% | +50.3% |
| 3Y | +131.2% | -5.9% | +137.2% | +129.2% |
| 5Y | +53.1% | +8.4% | +44.7% | +36.6% |
| All | +272.7% | +189.7% | +83.0% | +131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling