+272.7%
PNC vs DD
+66.6%
+206.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | -0.6% | -3.5% | +2.9% | +1.4% |
| 30D | -4.4% | -11.7% | +7.3% | +2.2% |
| 3M | +5.2% | -9.2% | +14.5% | +10.5% |
| 6M | +20.6% | -7.2% | +27.8% | +23.8% |
| YTD | +19.8% | +6.6% | +13.2% | +12.9% |
| 1Y | +24.4% | +32.0% | -7.6% | +2.9% |
| 3Y | +131.2% | +42.1% | +89.1% | +76.8% |
| 5Y | +53.1% | +58.1% | -5.0% | +7.2% |
| All | +272.7% | +66.6% | +206.1% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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