+30.5%
PNC vs DECK
+23.3%
+7.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | -1.1% | +5.8% | -6.8% | -2.2% |
| 30D | +4.5% | +7.9% | -3.4% | +2.8% |
| 3M | -10.0% | -11.4% | +1.4% | -8.0% |
| 6M | +3.1% | -16.6% | +19.6% | +6.3% |
| YTD | +11.5% | -16.4% | +27.9% | +14.0% |
| 1Y | +27.3% | +8.6% | +18.6% | +22.9% |
| 3Y | +106.4% | -15.1% | +121.5% | +95.5% |
| All | +30.5% | +23.3% | +7.2% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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