+3,837.3%
PNC vs DD
+1,141.0%
+2,696.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | +3.1% | +5.0% | -1.9% | +0.7% |
| 30D | +7.6% | +19.7% | -12.1% | -1.5% |
| 3M | -8.1% | +7.2% | -15.3% | -11.6% |
| 6M | +12.6% | +1.0% | +11.6% | +10.8% |
| YTD | +15.0% | +29.1% | -14.1% | -0.4% |
| 1Y | +30.4% | +28.5% | +1.9% | +13.2% |
| 3Y | +116.1% | +89.4% | +26.7% | +51.0% |
| 5Y | +37.5% | +67.1% | -29.7% | +1.0% |
| 10Y | +205.1% | +97.5% | +107.6% | +96.2% |
| All | +3,837.3% | +1,141.0% | +2,696.3% | +833.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling