+52.3%
PNC vs DD
+57.4%
-5.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.2% |
| 7D | -0.9% | -2.9% | +2.0% | +0.4% |
| 30D | -4.4% | -11.5% | +7.1% | +1.0% |
| 3M | +5.3% | -5.4% | +10.7% | +7.6% |
| 6M | +19.6% | -6.9% | +26.5% | +22.1% |
| YTD | +19.1% | +6.9% | +12.3% | +12.9% |
| 1Y | +24.3% | +35.6% | -11.3% | +3.5% |
| 3Y | +132.2% | +42.5% | +89.7% | +82.5% |
| 5Y | +52.3% | +58.5% | -6.2% | +12.0% |
| All | +52.3% | +57.4% | -5.1% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling