+2,473.7%
PNC vs DRI
+7,577.6%
-5,103.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +1.4% | +0.6% | +0.8% | +1.2% |
| 30D | -3.8% | +3.8% | -7.7% | -5.4% |
| 3M | +9.0% | +13.0% | -4.0% | +3.5% |
| 6M | +16.6% | +8.3% | +8.3% | +12.2% |
| YTD | +20.4% | +20.6% | -0.2% | +10.9% |
| 1Y | +22.3% | +6.5% | +15.9% | +17.7% |
| 3Y | +124.5% | +53.7% | +70.8% | +85.0% |
| 5Y | +54.1% | +72.7% | -18.6% | +19.7% |
| 10Y | +276.3% | +363.2% | -86.9% | +85.9% |
| All | +2,473.7% | +7,577.6% | -5,103.9% | +428.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling