+52.3%
PNC vs DRI
+63.5%
-11.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | -0.9% | -4.8% | +3.9% | +1.0% |
| 30D | -4.4% | -5.2% | +0.8% | -2.6% |
| 3M | +5.3% | +2.7% | +2.5% | +3.6% |
| 6M | +19.6% | +3.6% | +16.0% | +16.8% |
| YTD | +19.1% | +15.4% | +3.7% | +10.8% |
| 1Y | +24.3% | +1.3% | +23.1% | +21.7% |
| 3Y | +132.2% | +53.1% | +79.1% | +85.7% |
| 5Y | +52.3% | +64.6% | -12.2% | +15.9% |
| All | +52.3% | +63.5% | -11.2% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling