+36.0%
PNC vs DAR
-31.4%
+67.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -0.9% |
| 7D | -0.6% | +3.6% | -4.2% | -1.5% |
| 30D | +5.8% | -11.3% | +17.1% | +8.6% |
| 3M | -7.9% | -13.1% | +5.2% | -5.3% |
| 6M | +10.0% | -15.1% | +25.1% | +13.3% |
| YTD | +14.8% | +50.5% | -35.7% | +1.1% |
| 1Y | +29.7% | +57.9% | -28.3% | +12.5% |
| 3Y | +114.4% | +28.9% | +85.5% | +89.2% |
| 5Y | +36.0% | -31.4% | +67.4% | +52.0% |
| All | +36.0% | -31.4% | +67.4% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 5y: compounded portfolio wealth divided by compounded DAR 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…
5y analysis · Full analysis span regression · 6 months rolling