+4,025.0%
PNC vs DD
+961.9%
+3,063.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +1.4% | -3.5% | +4.9% | +3.1% |
| 30D | -3.8% | -10.3% | +6.5% | +1.2% |
| 3M | +9.0% | -7.5% | +16.6% | +12.6% |
| 6M | +16.6% | -8.0% | +24.7% | +20.0% |
| YTD | +20.4% | +10.5% | +10.0% | +12.9% |
| 1Y | +22.3% | +38.3% | -15.9% | +2.3% |
| 3Y | +124.5% | +42.5% | +82.1% | +80.4% |
| 5Y | +54.1% | +60.2% | -6.1% | +15.5% |
| 10Y | +276.3% | +68.9% | +207.4% | +161.9% |
| All | +4,025.0% | +961.9% | +3,063.1% | +957.8% |
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