+199.0%
PNC vs DRI
+331.7%
-132.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.4% |
| 7D | +3.1% | +1.1% | +2.0% | +2.6% |
| 30D | +7.6% | +9.7% | -2.1% | +3.5% |
| 3M | -8.1% | +3.2% | -11.3% | -9.7% |
| 6M | +12.6% | +20.6% | -8.0% | +3.1% |
| YTD | +15.0% | +28.3% | -13.3% | +1.9% |
| 1Y | +30.4% | +34.5% | -4.1% | +13.1% |
| 3Y | +116.1% | +66.5% | +49.6% | +67.6% |
| 5Y | +37.5% | +79.6% | -42.2% | +1.7% |
| All | +199.0% | +331.7% | -132.8% | +51.7% |
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