+24.4%
PNC vs DRI
+2.4%
+22.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | -0.6% | -3.2% | +2.7% | 0.0% |
| 30D | -4.4% | -7.8% | +3.4% | -3.1% |
| 3M | +5.2% | +0.4% | +4.9% | +5.0% |
| 6M | +20.6% | +4.8% | +15.8% | +18.9% |
| YTD | +19.8% | +16.7% | +3.0% | +15.8% |
| 1Y | +24.4% | +1.5% | +23.0% | +16.9% |
| All | +24.4% | +2.4% | +22.1% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling