+272.7%
PNC vs DRI
+353.8%
-81.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | 0.0% |
| 7D | -0.6% | -3.2% | +2.7% | +0.8% |
| 30D | -4.4% | -7.8% | +3.4% | -1.2% |
| 3M | +5.2% | +0.4% | +4.9% | +4.5% |
| 6M | +20.6% | +4.8% | +15.8% | +17.2% |
| YTD | +19.8% | +16.7% | +3.0% | +10.8% |
| 1Y | +24.4% | +1.5% | +23.0% | +21.6% |
| 3Y | +131.2% | +56.3% | +75.0% | +84.5% |
| 5Y | +53.1% | +66.4% | -13.3% | +16.9% |
| All | +272.7% | +353.8% | -81.1% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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